+390.4%
DDOG vs FSLY
-41.4%
+431.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.2% | +0.8% |
| 7D | +2.9% | +4.9% | -2.0% | +1.4% |
| 30D | -31.6% | -33.5% | +1.9% | -23.4% |
| 3M | -27.0% | -44.6% | +17.6% | -15.1% |
| 6M | -10.3% | -9.2% | -1.1% | -10.0% |
| YTD | +35.4% | +63.3% | -27.8% | -9.7% |
| 1Y | -1.0% | +45.3% | -46.3% | -31.5% |
| 3Y | +76.7% | +3.7% | +72.9% | +16.8% |
| 5Y | -4.6% | -67.2% | +62.6% | -19.3% |
| All | +390.4% | -41.4% | +431.8% | +138.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling