+94.2%
SHEL vs FSLY
-4.2%
+98.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.8% |
| 7D | +2.2% | -10.6% | +12.9% | +2.7% |
| 30D | +6.8% | -20.9% | +27.7% | +7.6% |
| 3M | +8.1% | +3.4% | +4.7% | +7.5% |
| 6M | +14.4% | +2.7% | +11.7% | +12.6% |
| YTD | +30.0% | +102.3% | -72.3% | +23.2% |
| 1Y | +33.3% | +182.1% | -148.7% | +23.6% |
| 3Y | +66.4% | -14.6% | +81.0% | +59.4% |
| 5Y | +178.6% | -55.9% | +234.5% | +167.0% |
| All | +94.2% | -4.2% | +98.5% | +41.6% |
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