-87.4%
OPEN vs FSLY
-70.3%
-17.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.3% | -2.1% | +1.9% |
| 7D | -31.1% | -17.9% | -13.1% | -27.0% |
| 30D | -34.7% | -34.7% | 0.0% | -25.7% |
| 3M | -61.9% | -40.0% | -21.8% | -57.0% |
| 6M | -71.9% | -11.8% | -60.0% | -73.2% |
| YTD | -76.6% | +69.5% | -146.1% | -87.5% |
| 1Y | -83.9% | +44.0% | -127.9% | -90.7% |
| 3Y | -34.4% | +5.2% | -39.6% | -65.7% |
| 5Y | -93.9% | -65.6% | -28.4% | -95.6% |
| All | -87.4% | -70.3% | -17.0% | -89.8% |
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