+184.5%
NOK vs FSLY
-0.4%
+184.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.6% | +0.6% |
| 7D | +9.3% | +11.2% | -1.8% | +8.4% |
| 30D | +17.9% | -18.2% | +36.0% | +19.5% |
| 3M | -22.3% | +21.9% | -44.2% | -23.8% |
| 6M | +36.4% | +4.0% | +32.3% | +34.4% |
| YTD | +66.3% | +123.1% | -56.8% | +56.7% |
| 1Y | +134.4% | +196.9% | -62.4% | +113.6% |
| All | +184.5% | -0.4% | +184.9% | +172.2% |
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