+80.8%
UBER vs FSLY
-4.2%
+85.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.2% |
| 7D | -3.9% | -10.6% | +6.8% | -2.0% |
| 30D | +11.1% | -20.9% | +32.0% | +14.5% |
| 3M | +4.9% | +3.4% | +1.5% | +2.0% |
| 6M | -1.2% | +2.7% | -3.9% | -9.0% |
| YTD | -7.3% | +102.3% | -109.5% | -29.7% |
| 1Y | -17.6% | +182.1% | -199.7% | -43.7% |
| 3Y | +61.1% | -14.6% | +75.6% | +30.2% |
| 5Y | +87.9% | -55.9% | +143.8% | +53.6% |
| All | +80.8% | -4.2% | +85.0% | -7.2% |
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