+52.4%
XOP vs FSLY
+210.9%
-158.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | +0.1% |
| 7D | +2.6% | +12.5% | -9.9% | +2.5% |
| 30D | +9.6% | -18.8% | +28.4% | +9.8% |
| 3M | +20.4% | +22.7% | -2.3% | +20.0% |
| 6M | +19.9% | -3.7% | +23.6% | +20.0% |
| YTD | +56.4% | +127.5% | -71.1% | +59.4% |
| 1Y | +52.4% | +193.5% | -141.1% | +54.4% |
| All | +52.4% | +210.9% | -158.4% | +54.4% |
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 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