-19.9%
USAR vs FSLY
-1.8%
-18.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | +8.8% | +11.8% | -3.0% | +7.7% |
| 30D | -28.5% | -36.5% | +8.1% | -25.9% |
| 3M | -56.2% | -39.7% | -16.4% | -54.7% |
| 6M | -68.4% | -9.7% | -58.7% | -68.1% |
| YTD | -32.2% | +68.9% | -101.0% | -28.6% |
| 1Y | -52.3% | +44.5% | -96.8% | -49.7% |
| 3Y | -21.2% | +4.8% | -26.0% | -16.0% |
| All | -19.9% | -1.8% | -18.1% | -14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling