+192.3%
XOM vs FSLY
0.0%
+192.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.6% | +0.6% |
| 7D | -2.4% | +3.5% | -5.8% | -2.5% |
| 30D | +5.7% | -6.4% | +12.1% | +5.7% |
| 3M | +6.6% | +10.9% | -4.3% | +6.0% |
| 6M | +7.7% | +6.7% | +1.0% | +6.4% |
| YTD | +36.2% | +111.1% | -74.9% | +31.1% |
| 1Y | +50.5% | +185.8% | -135.3% | +42.6% |
| 3Y | +53.4% | -6.6% | +59.9% | +48.1% |
| 5Y | +254.2% | -52.4% | +306.6% | +241.0% |
| All | +192.3% | 0.0% | +192.3% | +125.2% |
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