+112.0%
USO vs FSLY
+196.5%
-84.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +11.5% | +7.5% | +3.9% | +11.6% |
| 30D | +24.1% | -21.1% | +45.2% | +23.6% |
| 3M | +17.9% | +21.8% | -3.8% | +18.6% |
| 6M | +49.6% | -0.1% | +49.7% | +51.0% |
| YTD | +129.0% | +123.1% | +5.9% | +140.4% |
| 1Y | +112.0% | +208.6% | -96.6% | +125.7% |
| All | +112.0% | +196.5% | -84.5% | +125.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling