+36.6%
OXY vs FSLY
+7.7%
+28.9%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.4% |
| 7D | +2.8% | +12.5% | -9.6% | +2.0% |
| 30D | +5.5% | -18.8% | +24.3% | +6.7% |
| 3M | +11.3% | +22.7% | -11.4% | +9.1% |
| 6M | +11.6% | -3.7% | +15.3% | +9.1% |
| YTD | +51.6% | +127.5% | -75.9% | +36.4% |
| 1Y | +36.2% | +193.5% | -157.3% | +18.7% |
| 3Y | +1.7% | -1.3% | +3.0% | -7.2% |
| 5Y | +164.5% | -47.3% | +211.8% | +141.9% |
| All | +36.6% | +7.7% | +28.9% | -5.7% |
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 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