+68.0%
SHEL vs FSLY
+6.0%
+61.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -1.6% | +11.8% | -13.3% | -1.7% |
| 30D | -4.3% | -36.5% | +32.2% | -3.8% |
| 3M | +10.4% | -39.7% | +50.1% | +10.9% |
| 6M | +17.5% | -9.7% | +27.2% | +17.1% |
| YTD | +37.8% | +68.9% | -31.1% | +35.9% |
| 1Y | +33.8% | +44.5% | -10.7% | +32.5% |
| All | +68.0% | +6.0% | +61.9% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling