+499.9%
DDOG vs FSLY
-19.9%
+519.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.7% | +1.5% | +5.5% |
| 7D | +7.7% | +11.2% | -3.5% | +4.4% |
| 30D | -13.6% | -18.2% | +4.5% | -8.8% |
| 3M | -0.9% | +21.9% | -22.8% | -6.6% |
| 6M | +75.2% | +4.0% | +71.2% | +53.8% |
| YTD | +65.7% | +123.1% | -57.4% | +2.7% |
| 1Y | +60.4% | +196.9% | -136.5% | -11.6% |
| 3Y | +130.7% | -1.3% | +131.9% | +61.4% |
| 5Y | +59.9% | -50.2% | +110.1% | +19.8% |
| All | +499.9% | -19.9% | +519.8% | +171.1% |
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