+106.0%
SHEL vs FSLY
-20.0%
+126.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -1.6% | +11.8% | -13.3% | -2.0% |
| 30D | -4.3% | -36.5% | +32.2% | -2.9% |
| 3M | +10.4% | -39.7% | +50.1% | +11.8% |
| 6M | +17.5% | -9.7% | +27.2% | +16.7% |
| YTD | +37.8% | +68.9% | -31.1% | +30.8% |
| 1Y | +33.8% | +44.5% | -10.7% | +27.9% |
| 3Y | +69.1% | +4.8% | +64.3% | +59.0% |
| 5Y | +165.7% | -66.0% | +231.7% | +156.9% |
| All | +106.0% | -20.0% | +126.0% | +50.4% |
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