-30.2%
OPEN vs FSLY
-6.2%
-24.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -21.7% | -22.4% | +0.8% | -18.5% |
| 30D | -36.5% | -45.5% | +9.0% | -30.0% |
| 3M | -59.5% | -30.4% | -29.1% | -58.1% |
| 6M | -71.9% | -22.1% | -49.8% | -71.6% |
| YTD | -75.8% | +57.0% | -132.8% | -80.9% |
| 1Y | -78.5% | +38.2% | -116.7% | -82.2% |
| 3Y | -30.2% | -2.5% | -27.7% | -47.1% |
| All | -30.2% | -6.2% | -24.0% | -47.1% |
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