+105.5%
NOK vs FSLY
-50.4%
+155.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.6% | +0.5% |
| 7D | +9.3% | +11.2% | -1.8% | +8.2% |
| 30D | +17.9% | -18.2% | +36.0% | +20.0% |
| 3M | -22.3% | +21.9% | -44.2% | -24.3% |
| 6M | +36.4% | +4.0% | +32.3% | +32.6% |
| YTD | +66.3% | +123.1% | -56.8% | +47.9% |
| 1Y | +134.4% | +196.9% | -62.4% | +99.1% |
| 3Y | +186.6% | -1.3% | +187.8% | +163.8% |
| All | +105.5% | -50.4% | +155.9% | +80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling