+99.1%
DE vs FSLY
-67.3%
+166.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.6% |
| 7D | +0.3% | +4.9% | -4.6% | 0.0% |
| 30D | +3.6% | -33.5% | +37.1% | +5.5% |
| 3M | +10.2% | -44.6% | +54.9% | +13.0% |
| 6M | +16.6% | -9.2% | +25.8% | +15.2% |
| YTD | +45.8% | +63.3% | -17.4% | +33.7% |
| 1Y | +43.9% | +45.3% | -1.4% | +33.2% |
| 3Y | +89.6% | +3.7% | +85.9% | +71.2% |
| All | +99.1% | -67.3% | +166.3% | +88.6% |
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