-70.8%
OPEN vs FSLY
-64.6%
-6.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.6% |
| 7D | -4.3% | -10.6% | +6.4% | -0.2% |
| 30D | -16.2% | -20.9% | +4.7% | -10.4% |
| 3M | -36.4% | +3.4% | -39.8% | -39.0% |
| 6M | -35.5% | +2.7% | -38.2% | -45.0% |
| YTD | -46.0% | +102.3% | -148.2% | -71.3% |
| 1Y | -47.1% | +182.1% | -229.2% | -77.6% |
| 3Y | -19.0% | -14.6% | -4.5% | -47.7% |
| 5Y | -83.6% | -55.9% | -27.7% | -88.4% |
| All | -70.8% | -64.6% | -6.2% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling