+78.2%
DAL vs FSLY
-24.5%
+102.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | +10.7% | -22.9% | +33.6% | +12.9% |
| 30D | +12.5% | -44.6% | +57.1% | +17.7% |
| 3M | +3.6% | -41.5% | +45.1% | +7.2% |
| 6M | +26.7% | -20.8% | +47.6% | +26.8% |
| YTD | +34.3% | +59.5% | -25.3% | +19.7% |
| 1Y | +59.1% | +36.1% | +23.0% | +44.2% |
| 3Y | +179.9% | -1.0% | +180.8% | +145.6% |
| 5Y | +119.1% | -66.9% | +186.1% | +88.1% |
| All | +78.2% | -24.5% | +102.6% | +42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling