+191.9%
UAL vs FSLY
+6.0%
+185.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -6.0% |
| 7D | +0.7% | +11.8% | -11.1% | -0.4% |
| 30D | +7.8% | -36.5% | +44.3% | +11.7% |
| 3M | -11.1% | -39.7% | +28.7% | -8.1% |
| 6M | +16.1% | -9.7% | +25.7% | +14.6% |
| YTD | -0.5% | +68.9% | -69.4% | -12.7% |
| 1Y | +11.3% | +44.5% | -33.2% | +0.1% |
| All | +191.9% | +6.0% | +185.9% | +130.3% |
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