+91.4%
ORCL vs FSLY
-55.9%
+147.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +3.3% |
| 7D | +5.3% | -10.6% | +15.9% | +6.4% |
| 30D | +10.0% | -20.9% | +30.9% | +12.1% |
| 3M | -32.6% | +3.4% | -36.0% | -33.2% |
| 6M | +4.9% | +2.7% | +2.2% | +1.8% |
| YTD | -17.8% | +102.3% | -120.0% | -26.3% |
| 1Y | -28.0% | +182.1% | -210.0% | -38.6% |
| 3Y | +36.0% | -14.6% | +50.6% | +24.3% |
| All | +91.4% | -55.9% | +147.3% | +69.0% |
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