+116.5%
UAL vs FSLY
-67.3%
+183.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.3% |
| 7D | -3.0% | +4.9% | -7.9% | -3.7% |
| 30D | +10.5% | -33.5% | +44.0% | +15.8% |
| 3M | -13.5% | -44.6% | +31.2% | -8.0% |
| 6M | +14.2% | -9.2% | +23.5% | +11.6% |
| YTD | -2.2% | +63.3% | -65.5% | -20.4% |
| 1Y | +12.5% | +45.3% | -32.8% | -6.5% |
| 3Y | +186.8% | +3.7% | +183.1% | +125.5% |
| All | +116.5% | -67.3% | +183.8% | +112.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling