+264.8%
DECK vs FSLY
-26.3%
+291.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.2% | -1.5% |
| 7D | +5.8% | -31.4% | +37.2% | +9.6% |
| 30D | +7.9% | -37.3% | +45.2% | +12.3% |
| 3M | -11.4% | -30.1% | +18.7% | -9.9% |
| 6M | -16.6% | -49.8% | +33.2% | -13.4% |
| YTD | -16.4% | +55.7% | -72.1% | -28.7% |
| 1Y | +8.6% | +44.5% | -35.8% | -6.6% |
| 3Y | -15.1% | -4.3% | -10.8% | -28.5% |
| 5Y | +22.9% | -68.2% | +91.0% | +6.4% |
| All | +264.8% | -26.3% | +291.1% | +141.3% |
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 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