-11.0%
DECK vs FSLY
-47.2%
+36.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -26.9% | +25.3% | -1.2% |
| 7D | +6.0% | -40.0% | +46.0% | +6.6% |
| 30D | +7.4% | -39.7% | +47.2% | +8.0% |
| 3M | -11.7% | -40.9% | +29.3% | -11.3% |
| 6M | -11.0% | -52.5% | +41.5% | -10.4% |
| All | -11.0% | -47.2% | +36.2% | -10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling