+102.9%
DAL vs FSLY
-68.3%
+171.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.8% |
| 7D | +8.8% | -31.4% | +40.2% | +13.3% |
| 30D | +5.4% | -37.3% | +42.7% | +10.5% |
| 3M | -4.9% | -30.1% | +25.2% | -2.8% |
| 6M | +19.8% | -49.8% | +69.6% | +25.2% |
| YTD | +27.0% | +55.7% | -28.7% | +6.0% |
| 1Y | +52.5% | +44.5% | +8.0% | +28.7% |
| 3Y | +173.8% | -4.3% | +178.2% | +122.5% |
| All | +102.9% | -68.3% | +171.2% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling