+137.0%
OKE vs FSLY
-47.3%
+184.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.0% | +0.8% |
| 7D | +1.2% | +12.5% | -11.2% | +0.6% |
| 30D | +4.5% | -18.8% | +23.3% | +5.5% |
| 3M | +9.6% | +22.7% | -13.1% | +7.9% |
| 6M | +15.4% | -3.7% | +19.1% | +13.0% |
| YTD | +36.5% | +127.5% | -91.0% | +23.9% |
| 1Y | +39.0% | +193.5% | -154.6% | +22.4% |
| 3Y | +74.3% | -1.3% | +75.6% | +59.6% |
| All | +137.0% | -47.3% | +184.4% | +106.5% |
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