-99.9%
DFNS vs FSLY
-72.7%
-27.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +5.7% | -10.3% | -4.6% |
| 7D | +4.6% | +11.2% | -6.5% | +4.6% |
| 30D | -73.9% | -18.2% | -55.7% | -73.9% |
| 3M | -71.7% | +21.9% | -93.6% | -71.6% |
| 6M | -94.6% | +4.0% | -98.6% | -94.5% |
| YTD | -98.1% | +123.1% | -221.2% | -98.0% |
| 1Y | -98.3% | +196.9% | -295.2% | -98.3% |
| 3Y | -99.9% | -1.3% | -98.6% | -99.9% |
| 5Y | -99.9% | -50.2% | -49.6% | -99.9% |
| All | -99.9% | -72.7% | -27.2% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling