+125.3%
OKE vs FSLY
+7.7%
+117.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.0% | +0.8% |
| 7D | +1.2% | +12.5% | -11.2% | +0.3% |
| 30D | +4.5% | -18.8% | +23.3% | +5.9% |
| 3M | +9.6% | +22.7% | -13.1% | +7.2% |
| 6M | +15.4% | -3.7% | +19.1% | +12.1% |
| YTD | +36.5% | +127.5% | -91.0% | +20.1% |
| 1Y | +39.0% | +193.5% | -154.6% | +18.0% |
| 3Y | +74.3% | -1.3% | +75.6% | +56.3% |
| 5Y | +141.2% | -47.3% | +188.5% | +115.7% |
| All | +125.3% | +7.7% | +117.6% | +40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling