+130.8%
NOK vs FSLY
-4.2%
+135.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.2% | +2.9% |
| 7D | -1.8% | -10.6% | +8.9% | -0.6% |
| 30D | +4.7% | -20.9% | +25.6% | +6.7% |
| 3M | -39.7% | +3.4% | -43.1% | -40.2% |
| 6M | +23.1% | +2.7% | +20.3% | +19.5% |
| YTD | +55.0% | +102.3% | -47.2% | +37.4% |
| 1Y | +118.0% | +182.1% | -64.0% | +83.7% |
| 3Y | +170.5% | -14.6% | +185.1% | +148.1% |
| 5Y | +84.9% | -55.9% | +140.8% | +68.3% |
| All | +130.8% | -4.2% | +135.0% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling