-98.3%
DFNS vs FSLY
+181.7%
-279.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.6% |
| 7D | -16.0% | -10.6% | -5.4% | -15.8% |
| 30D | -77.7% | -20.9% | -56.8% | -77.6% |
| 3M | -77.2% | +3.4% | -80.6% | -76.9% |
| 6M | -95.2% | +2.7% | -97.9% | -95.1% |
| YTD | -98.0% | +102.3% | -200.2% | -97.9% |
| 1Y | -98.3% | +182.1% | -280.3% | -98.2% |
| All | -98.3% | +181.7% | -279.9% | -98.2% |
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