+206.7%
UAL vs FSLY
-9.9%
+216.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.0% | +1.8% |
| 7D | +8.2% | -31.4% | +39.6% | +11.5% |
| 30D | +2.3% | -37.3% | +39.6% | +6.0% |
| 3M | -12.7% | -30.1% | +17.4% | -11.2% |
| 6M | +12.7% | -49.8% | +62.5% | +16.6% |
| YTD | +0.8% | +55.7% | -54.9% | -10.9% |
| 1Y | +17.8% | +44.5% | -26.7% | +5.3% |
| 3Y | +206.7% | -4.3% | +211.0% | +144.9% |
| All | +206.7% | -9.9% | +216.6% | +144.9% |
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