+35.7%
USO vs FSLY
-4.2%
+39.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | 0.0% |
| 7D | +9.5% | -10.6% | +20.1% | +9.8% |
| 30D | +23.6% | -20.9% | +44.5% | +24.2% |
| 3M | +3.8% | +3.4% | +0.4% | +3.4% |
| 6M | +55.0% | +2.7% | +52.3% | +52.9% |
| YTD | +105.3% | +102.3% | +3.0% | +96.1% |
| 1Y | +91.4% | +182.1% | -90.7% | +79.2% |
| 3Y | +84.6% | -14.6% | +99.1% | +77.7% |
| 5Y | +191.7% | -55.9% | +247.6% | +184.0% |
| All | +35.7% | -4.2% | +39.9% | +9.9% |
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