+137.5%
ORCL vs FSLY
-26.3%
+163.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.2% | +0.5% |
| 7D | -11.2% | -31.4% | +20.3% | -8.0% |
| 30D | -18.8% | -37.3% | +18.5% | -15.3% |
| 3M | -18.8% | -30.1% | +11.3% | -16.6% |
| 6M | -39.7% | -49.8% | +10.1% | -37.1% |
| YTD | -39.6% | +55.7% | -95.3% | -44.6% |
| 1Y | -51.7% | +44.5% | -96.2% | -55.5% |
| 3Y | +10.2% | -4.3% | +14.6% | +0.1% |
| 5Y | +30.8% | -68.2% | +99.0% | +22.7% |
| All | +137.5% | -26.3% | +163.8% | +71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling