+39.2%
UPS vs FSLY
-4.2%
+43.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.0% |
| 7D | -2.9% | -10.6% | +7.7% | -2.1% |
| 30D | -3.5% | -20.9% | +17.4% | -2.3% |
| 3M | -5.7% | +3.4% | -9.1% | -6.5% |
| 6M | -4.4% | +2.7% | -7.1% | -7.0% |
| YTD | +8.0% | +102.3% | -94.2% | -1.9% |
| 1Y | +29.0% | +182.1% | -153.0% | +12.7% |
| 3Y | -27.7% | -14.6% | -13.2% | -33.1% |
| 5Y | -34.3% | -55.9% | +21.6% | -39.9% |
| All | +39.2% | -4.2% | +43.4% | +2.0% |
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