+140.9%
NOK vs FSLY
+210.9%
-70.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +4.7% |
| 7D | +11.0% | +12.5% | -1.5% | +10.1% |
| 30D | +7.8% | -18.8% | +26.7% | +9.1% |
| 3M | -21.0% | +22.7% | -43.7% | -22.1% |
| 6M | +40.9% | -3.7% | +44.6% | +41.2% |
| YTD | +72.0% | +127.5% | -55.5% | +77.7% |
| 1Y | +140.9% | +193.5% | -52.6% | +147.9% |
| All | +140.9% | +210.9% | -70.0% | +147.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling