-100.0%
DFNS vs FSLY
-79.3%
-20.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.4% | -18.9% | -19.3% |
| 7D | -12.7% | +11.8% | -24.4% | -12.8% |
| 30D | -65.2% | -36.5% | -28.7% | -65.1% |
| 3M | -94.6% | -39.7% | -54.8% | -94.6% |
| 6M | -96.2% | -9.7% | -86.6% | -96.2% |
| YTD | -99.6% | +68.9% | -168.5% | -99.6% |
| 1Y | -99.7% | +44.5% | -144.1% | -99.7% |
| 3Y | -100.0% | +4.8% | -104.8% | -100.0% |
| 5Y | -100.0% | -66.0% | -33.9% | -100.0% |
| All | -100.0% | -79.3% | -20.7% | -100.0% |
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