+51.4%
USO vs FSLY
+5.6%
+45.7%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +11.5% | +7.5% | +3.9% | +11.2% |
| 30D | +24.1% | -21.1% | +45.2% | +24.9% |
| 3M | +17.9% | +21.8% | -3.8% | +16.9% |
| 6M | +49.6% | -0.1% | +49.7% | +47.7% |
| YTD | +129.0% | +123.1% | +5.9% | +118.1% |
| 1Y | +112.0% | +208.6% | -96.6% | +98.0% |
| 3Y | +102.3% | -1.3% | +103.5% | +93.7% |
| 5Y | +224.5% | -48.4% | +272.9% | +213.6% |
| All | +51.4% | +5.6% | +45.7% | +22.3% |
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