+28.3%
NOC vs FSLY
-5.7%
+34.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.7% | +0.6% |
| 7D | -2.7% | +3.5% | -6.2% | -2.7% |
| 30D | -8.9% | -6.4% | -2.5% | -8.9% |
| 3M | -3.7% | +10.9% | -14.6% | -3.9% |
| 6M | -30.8% | +6.7% | -37.5% | -31.2% |
| YTD | -7.9% | +111.1% | -119.0% | -9.8% |
| 1Y | -9.4% | +185.8% | -195.2% | -11.8% |
| All | +28.3% | -5.7% | +34.0% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling