+91.5%
XOP vs FSLY
-4.2%
+95.8%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.7% |
| 7D | +2.6% | -10.6% | +13.2% | +3.4% |
| 30D | +15.4% | -20.9% | +36.3% | +17.0% |
| 3M | +12.1% | +3.4% | +8.6% | +11.0% |
| 6M | +19.7% | +2.7% | +16.9% | +16.1% |
| YTD | +52.4% | +102.3% | -49.9% | +37.2% |
| 1Y | +47.6% | +182.1% | -134.5% | +27.4% |
| 3Y | +34.4% | -14.6% | +48.9% | +23.1% |
| 5Y | +154.4% | -55.9% | +210.3% | +131.9% |
| All | +91.5% | -4.2% | +95.8% | +30.9% |
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