+69.4%
SHEL vs FSLY
-0.4%
+69.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.4% | +0.2% |
| 7D | +3.0% | +11.2% | -8.1% | +2.8% |
| 30D | +7.2% | -18.2% | +25.4% | +7.5% |
| 3M | +12.9% | +21.9% | -9.0% | +12.2% |
| 6M | +13.7% | +4.0% | +9.7% | +13.1% |
| YTD | +33.7% | +123.1% | -89.4% | +31.4% |
| 1Y | +37.9% | +196.9% | -159.0% | +33.9% |
| All | +69.4% | -0.4% | +69.8% | +60.3% |
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