+69.4%
USAR vs FSLY
+29.8%
+39.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.7% | -9.1% | -3.8% |
| 7D | -4.4% | +11.2% | -15.6% | -5.1% |
| 30D | -10.4% | -18.2% | +7.8% | -9.4% |
| 3M | -18.4% | +21.9% | -40.3% | -19.3% |
| 6M | -8.8% | +4.0% | -12.8% | -8.6% |
| YTD | +43.4% | +123.1% | -79.7% | +47.8% |
| 1Y | +21.0% | +196.9% | -175.9% | +24.1% |
| 3Y | +67.7% | -1.3% | +69.0% | +75.1% |
| All | +69.4% | +29.8% | +39.6% | +77.0% |
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 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