+36.7%
UAL vs FSLY
-4.2%
+40.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +2.8% |
| 7D | +0.7% | -10.6% | +11.3% | +1.8% |
| 30D | -16.1% | -20.9% | +4.8% | -14.6% |
| 3M | +6.1% | +3.4% | +2.7% | +4.8% |
| 6M | +10.8% | +2.7% | +8.1% | +6.6% |
| YTD | -0.4% | +102.3% | -102.7% | -13.5% |
| 1Y | +5.0% | +182.1% | -177.0% | -13.5% |
| 3Y | +124.0% | -14.6% | +138.6% | +98.8% |
| 5Y | +141.0% | -55.9% | +196.9% | +102.8% |
| All | +36.7% | -4.2% | +40.9% | +0.8% |
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