-83.6%
OPEN vs FSLY
-54.2%
-29.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.4% | -6.9% | -4.2% |
| 7D | +1.0% | +3.5% | -2.5% | -0.5% |
| 30D | -11.9% | -6.4% | -5.5% | -11.7% |
| 3M | -28.8% | +10.9% | -39.7% | -33.7% |
| 6M | -38.6% | +6.7% | -45.3% | -49.0% |
| YTD | -47.3% | +111.1% | -158.4% | -73.6% |
| 1Y | -49.2% | +185.8% | -234.9% | -80.0% |
| 3Y | -18.8% | -6.6% | -12.2% | -50.6% |
| 5Y | -83.6% | -52.4% | -31.2% | -87.6% |
| All | -83.6% | -54.2% | -29.4% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling