+37.0%
SHEL vs FSLY
+196.5%
-159.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.9% | +7.5% | -3.6% | +3.9% |
| 30D | +7.0% | -21.1% | +28.1% | +7.0% |
| 3M | +12.5% | +21.8% | -9.3% | +12.3% |
| 6M | +14.8% | -0.1% | +14.9% | +15.3% |
| YTD | +34.2% | +123.1% | -88.9% | +37.7% |
| 1Y | +37.0% | +208.6% | -171.6% | +43.0% |
| All | +37.0% | +196.5% | -159.5% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling