-17.1%
OPEN vs FSLY
-11.3%
-5.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.2% |
| 7D | -4.3% | -10.6% | +6.4% | -2.1% |
| 30D | -16.2% | -20.9% | +4.7% | -12.9% |
| 3M | -36.4% | +3.4% | -39.8% | -37.5% |
| 6M | -35.5% | +2.7% | -38.2% | -40.0% |
| YTD | -46.0% | +102.3% | -148.2% | -59.9% |
| 1Y | -47.1% | +182.1% | -229.2% | -66.6% |
| All | -17.1% | -11.3% | -5.9% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling