+39.1%
USO vs FSLY
-22.7%
+61.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.2% |
| 7D | -1.9% | +4.9% | -6.8% | -2.1% |
| 30D | -5.2% | -33.5% | +28.3% | -4.3% |
| 3M | +16.4% | -44.6% | +61.1% | +17.9% |
| 6M | +2.5% | -9.2% | +11.7% | +2.0% |
| YTD | +110.5% | +63.3% | +47.2% | +101.5% |
| 1Y | +108.4% | +45.3% | +63.1% | +100.4% |
| 3Y | +99.6% | +3.7% | +95.9% | +89.1% |
| 5Y | +160.1% | -67.2% | +227.2% | +155.8% |
| All | +39.1% | -22.7% | +61.8% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling