+123.2%
OKE vs FSLY
+5.6%
+117.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | 0.0% | +7.5% | -7.6% | -0.6% |
| 30D | +4.6% | -21.1% | +25.7% | +6.2% |
| 3M | +6.9% | +21.8% | -14.8% | +4.6% |
| 6M | +15.8% | -0.1% | +15.9% | +12.1% |
| YTD | +35.2% | +123.1% | -87.9% | +19.1% |
| 1Y | +37.6% | +208.6% | -171.0% | +16.1% |
| 3Y | +72.0% | -1.3% | +73.3% | +54.2% |
| 5Y | +139.0% | -48.4% | +187.3% | +114.0% |
| All | +123.2% | +5.6% | +117.6% | +39.4% |
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