+224.5%
USO vs FSLY
-50.4%
+275.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +11.5% | +7.5% | +3.9% | +11.4% |
| 30D | +24.1% | -21.1% | +45.2% | +24.4% |
| 3M | +17.9% | +21.8% | -3.8% | +17.5% |
| 6M | +49.6% | -0.1% | +49.7% | +48.9% |
| YTD | +129.0% | +123.1% | +5.9% | +125.3% |
| 1Y | +112.0% | +208.6% | -96.6% | +106.3% |
| 3Y | +102.3% | -1.3% | +103.5% | +97.7% |
| 5Y | +224.5% | -48.4% | +272.9% | +212.4% |
| All | +224.5% | -50.4% | +275.0% | +212.4% |
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