+458.7%
DE vs FSLY
0.0%
+458.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.1% |
| 7D | +0.7% | +3.5% | -2.8% | +0.5% |
| 30D | +9.6% | -6.4% | +16.1% | +9.7% |
| 3M | +19.0% | +10.9% | +8.1% | +17.5% |
| 6M | +16.1% | +6.7% | +9.4% | +12.9% |
| YTD | +47.0% | +111.1% | -64.1% | +34.4% |
| 1Y | +43.1% | +185.8% | -142.6% | +26.6% |
| 3Y | +77.5% | -6.6% | +84.1% | +64.1% |
| 5Y | +96.4% | -52.4% | +148.8% | +81.3% |
| All | +458.7% | 0.0% | +458.8% | +308.3% |
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