+265.0%
ORLY vs FSLY
0.0%
+265.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.6% | -2.4% |
| 7D | -2.3% | +3.5% | -5.8% | -2.4% |
| 30D | -8.2% | -6.4% | -1.8% | -8.2% |
| 3M | -3.5% | +10.9% | -14.4% | -4.1% |
| 6M | -9.2% | +6.7% | -15.9% | -10.4% |
| YTD | -5.8% | +111.1% | -116.9% | -9.8% |
| 1Y | -19.3% | +185.8% | -205.0% | -23.7% |
| 3Y | +34.4% | -6.6% | +41.0% | +30.0% |
| 5Y | +117.8% | -52.4% | +170.2% | +109.1% |
| All | +265.0% | 0.0% | +265.0% | +189.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling