+91.4%
USO vs FSLY
-0.4%
+91.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +2.7% |
| 7D | +6.2% | +11.2% | -4.9% | +6.2% |
| 30D | +19.1% | -18.2% | +37.3% | +19.2% |
| 3M | +14.2% | +21.9% | -7.7% | +14.1% |
| 6M | +43.7% | +4.0% | +39.7% | +43.4% |
| YTD | +116.8% | +123.1% | -6.2% | +116.1% |
| 1Y | +104.3% | +196.9% | -92.5% | +101.5% |
| All | +91.4% | -0.4% | +91.8% | +86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling