+35.9%
XOP vs FSLY
-7.5%
+43.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +1.5% |
| 7D | +0.6% | +3.5% | -2.8% | +0.4% |
| 30D | +16.5% | -6.4% | +22.9% | +16.6% |
| 3M | +15.7% | +10.9% | +4.8% | +14.7% |
| 6M | +19.2% | +6.7% | +12.5% | +16.8% |
| YTD | +55.0% | +111.1% | -56.1% | +45.4% |
| 1Y | +54.2% | +185.8% | -131.6% | +39.5% |
| 3Y | +35.9% | -6.6% | +42.4% | +17.0% |
| All | +35.9% | -7.5% | +43.4% | +17.0% |
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