+45.3%
XOP vs FSLY
+161.0%
-115.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.2% | -6.4% |
| 7D | -10.5% | -22.2% | +11.7% | -10.4% |
| 30D | -4.3% | -19.1% | +14.8% | -4.2% |
| 3M | +4.7% | -15.7% | +20.4% | +4.6% |
| 6M | -0.1% | -23.5% | +23.4% | -0.1% |
| YTD | +43.8% | +106.6% | -62.8% | +47.7% |
| 1Y | +45.3% | +164.3% | -119.0% | +46.6% |
| All | +45.3% | +161.0% | -115.7% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling