+173.8%
DAL vs FSLY
-9.9%
+183.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.9% |
| 7D | +8.8% | -31.4% | +40.2% | +11.7% |
| 30D | +5.4% | -37.3% | +42.7% | +8.7% |
| 3M | -4.9% | -30.1% | +25.2% | -3.5% |
| 6M | +19.8% | -49.8% | +69.6% | +23.4% |
| YTD | +27.0% | +55.7% | -28.7% | +13.5% |
| 1Y | +52.5% | +44.5% | +8.0% | +37.5% |
| 3Y | +173.8% | -4.3% | +178.2% | +121.4% |
| All | +173.8% | -9.9% | +183.7% | +121.4% |
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 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