-9.0%
ORLY vs FSLY
+15.6%
-24.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | +0.3% |
| 7D | -1.0% | +11.2% | -12.2% | -0.9% |
| 30D | -6.7% | -18.2% | +11.5% | -6.8% |
| 3M | -3.8% | +21.9% | -25.7% | -3.6% |
| 6M | -9.0% | +4.0% | -13.0% | -9.1% |
| All | -9.0% | +15.6% | -24.6% | -9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling