+119.2%
ORLY vs FSLY
-47.3%
+166.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.3% |
| 7D | -2.4% | +12.5% | -14.8% | -2.6% |
| 30D | -6.8% | -18.8% | +12.1% | -6.4% |
| 3M | -4.8% | +22.7% | -27.4% | -5.4% |
| 6M | -9.1% | -3.7% | -5.4% | -9.8% |
| YTD | -5.9% | +127.5% | -133.4% | -9.5% |
| 1Y | -20.4% | +193.5% | -213.9% | -24.2% |
| 3Y | +36.6% | -1.3% | +37.9% | +33.1% |
| All | +119.2% | -47.3% | +166.5% | +103.2% |
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 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