+55.3%
DLR vs FSLY
+6.5%
+48.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.1% | -0.2% |
| 7D | -2.0% | -17.9% | +15.9% | -1.2% |
| 30D | +0.5% | -34.7% | +35.2% | +2.4% |
| 3M | -4.4% | -40.0% | +35.6% | -2.7% |
| 6M | -6.4% | -11.8% | +5.4% | -6.8% |
| YTD | +19.5% | +69.5% | -50.1% | +11.6% |
| 1Y | +10.5% | +44.0% | -33.4% | +4.2% |
| All | +55.3% | +6.5% | +48.9% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling