-87.9%
OPEN vs FSLY
-72.1%
-15.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.6% | -8.7% | -7.7% |
| 7D | -24.7% | -22.9% | -1.8% | -18.5% |
| 30D | -41.0% | -44.6% | +3.6% | -28.8% |
| 3M | -62.4% | -41.5% | -20.9% | -57.1% |
| 6M | -73.9% | -20.8% | -53.0% | -74.1% |
| YTD | -77.5% | +59.5% | -137.1% | -87.7% |
| 1Y | -83.6% | +36.1% | -119.7% | -90.3% |
| 3Y | -37.0% | -1.0% | -36.0% | -66.3% |
| 5Y | -93.3% | -66.9% | -26.3% | -95.1% |
| All | -87.9% | -72.1% | -15.8% | -90.0% |
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