+62.1%
DAL vs FSLY
+161.0%
-98.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.2% | +7.3% | +7.2% |
| 7D | +11.1% | -22.2% | +33.2% | +11.4% |
| 30D | +7.7% | -19.1% | +26.8% | +8.0% |
| 3M | -3.5% | -15.7% | +12.2% | -3.3% |
| 6M | +31.3% | -23.5% | +54.8% | +31.4% |
| YTD | +30.0% | +106.6% | -76.7% | +32.8% |
| 1Y | +62.1% | +164.3% | -102.2% | +65.4% |
| All | +62.1% | +161.0% | -98.9% | +65.4% |
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