-99.6%
DFNS vs FSLY
+161.0%
-260.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -0.2% | -18.2% | -18.3% |
| 7D | -27.7% | -22.2% | -5.5% | -27.6% |
| 30D | -58.0% | -19.1% | -38.8% | -57.9% |
| 3M | -94.0% | -15.7% | -78.3% | -94.0% |
| 6M | -94.6% | -23.5% | -71.1% | -94.5% |
| YTD | -99.4% | +106.6% | -206.1% | -99.4% |
| 1Y | -99.6% | +164.3% | -263.9% | -99.6% |
| All | -99.6% | +161.0% | -260.6% | -99.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling