+261.0%
DECK vs FSLY
-4.2%
+265.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.8% |
| 7D | -2.2% | -10.6% | +8.4% | -1.0% |
| 30D | -13.6% | -20.9% | +7.3% | -11.8% |
| 3M | -21.2% | +3.4% | -24.7% | -22.4% |
| 6M | -21.1% | +2.7% | -23.8% | -24.9% |
| YTD | -17.2% | +102.3% | -119.5% | -30.2% |
| 1Y | -30.7% | +182.1% | -212.8% | -45.4% |
| 3Y | -3.4% | -14.6% | +11.2% | -15.4% |
| 5Y | +25.5% | -55.9% | +81.4% | +6.7% |
| All | +261.0% | -4.2% | +265.3% | +136.1% |
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