+156.4%
ORCL vs FSLY
-22.7%
+179.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.0% |
| 7D | +8.0% | +4.9% | +3.1% | +7.5% |
| 30D | -4.0% | -33.5% | +29.5% | -0.3% |
| 3M | -19.5% | -44.6% | +25.2% | -15.4% |
| 6M | -33.5% | -9.2% | -24.2% | -33.5% |
| YTD | -34.8% | +63.3% | -98.1% | -40.4% |
| 1Y | -41.6% | +45.3% | -86.9% | -46.2% |
| 3Y | +13.8% | +3.7% | +10.0% | +2.5% |
| 5Y | +43.4% | -67.2% | +110.5% | +34.0% |
| All | +156.4% | -22.7% | +179.1% | +84.2% |
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