+43.3%
XOP vs FSLY
+2.5%
+40.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.1% |
| 7D | +6.3% | +4.9% | +1.5% | +6.1% |
| 30D | -6.6% | -33.5% | +26.9% | -5.2% |
| 3M | +3.6% | -44.6% | +48.2% | +5.6% |
| 6M | +10.8% | -9.2% | +20.0% | +10.0% |
| YTD | +48.3% | +63.3% | -15.0% | +40.1% |
| 1Y | +42.9% | +45.3% | -2.3% | +36.2% |
| 3Y | +43.3% | +3.7% | +39.6% | +21.3% |
| All | +43.3% | +2.5% | +40.8% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling