-100.0%
DFNS vs FSLY
-80.8%
-19.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.0% |
| 7D | -42.8% | -22.4% | -20.4% | -42.6% |
| 30D | -67.6% | -45.5% | -22.1% | -67.4% |
| 3M | -94.9% | -30.4% | -64.5% | -94.8% |
| 6M | -96.7% | -22.1% | -74.6% | -96.7% |
| YTD | -99.6% | +57.0% | -156.6% | -99.6% |
| 1Y | -99.7% | +38.2% | -138.0% | -99.7% |
| 3Y | -100.0% | -2.5% | -97.5% | -100.0% |
| 5Y | -100.0% | -68.8% | -31.1% | -100.0% |
| All | -100.0% | -80.8% | -19.2% | -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