+24.3%
DECK vs FSLY
-69.4%
+93.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -26.9% | +25.3% | +1.8% |
| 7D | +6.0% | -40.0% | +46.0% | +12.2% |
| 30D | +7.4% | -39.7% | +47.2% | +12.9% |
| 3M | -11.7% | -40.9% | +29.3% | -8.2% |
| 6M | -11.0% | -52.5% | +41.5% | -6.6% |
| YTD | -15.4% | +51.1% | -66.4% | -30.1% |
| 1Y | +7.2% | +90.6% | -83.3% | -16.9% |
| 3Y | -11.8% | -12.4% | +0.6% | -27.8% |
| 5Y | +24.3% | -69.1% | +93.4% | +6.7% |
| All | +24.3% | -69.4% | +93.8% | +6.7% |
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