+32.8%
OXY vs FSLY
-4.2%
+37.1%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.8% |
| 7D | +1.6% | -10.6% | +12.2% | +2.3% |
| 30D | +11.6% | -20.9% | +32.5% | +12.9% |
| 3M | +2.8% | +3.4% | -0.6% | +1.9% |
| 6M | +13.0% | +2.7% | +10.3% | +9.9% |
| YTD | +47.4% | +102.3% | -54.9% | +33.7% |
| 1Y | +31.5% | +182.1% | -150.6% | +14.6% |
| 3Y | -1.9% | -14.6% | +12.6% | -9.6% |
| 5Y | +148.0% | -55.9% | +203.9% | +130.1% |
| All | +32.8% | -4.2% | +37.1% | -7.6% |
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