+1,062.7%
DELL vs FSLY
-20.0%
+1,082.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +17.1% | +11.8% | +5.4% | +15.5% |
| 30D | -35.1% | -36.5% | +1.5% | -31.1% |
| 3M | -23.3% | -39.7% | +16.5% | -18.7% |
| 6M | +55.8% | -9.7% | +65.5% | +56.9% |
| YTD | +198.0% | +68.9% | +129.1% | +167.1% |
| 1Y | +166.6% | +44.5% | +122.1% | +143.4% |
| 3Y | +427.6% | +4.8% | +422.8% | +367.5% |
| 5Y | +630.6% | -66.0% | +696.7% | +575.7% |
| All | +1,062.7% | -20.0% | +1,082.8% | +701.1% |
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