-89.0%
OPEN vs FSLY
-71.4%
-17.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -2.4% |
| 7D | -15.0% | +4.9% | -19.9% | -16.5% |
| 30D | -40.2% | -33.5% | -6.7% | -32.4% |
| 3M | -67.4% | -44.6% | -22.8% | -62.1% |
| 6M | -74.0% | -9.2% | -64.8% | -75.6% |
| YTD | -79.6% | +63.3% | -142.8% | -88.9% |
| 1Y | -86.1% | +45.3% | -131.4% | -92.0% |
| 3Y | -41.4% | +3.7% | -45.1% | -69.3% |
| 5Y | -94.9% | -67.2% | -27.7% | -96.2% |
| All | -89.0% | -71.4% | -17.5% | -91.0% |
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