+35.3%
DLR vs FSLY
-54.2%
+89.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | +0.2% |
| 7D | +3.4% | +3.5% | -0.1% | +3.1% |
| 30D | -2.2% | -6.4% | +4.2% | -2.1% |
| 3M | +4.7% | +10.9% | -6.2% | +3.1% |
| 6M | +9.0% | +6.7% | +2.3% | +4.9% |
| YTD | +24.1% | +111.1% | -87.0% | +9.6% |
| 1Y | +20.9% | +185.8% | -164.8% | +2.3% |
| 3Y | +60.0% | -6.6% | +66.6% | +44.9% |
| 5Y | +35.3% | -52.4% | +87.7% | +9.9% |
| All | +35.3% | -54.2% | +89.5% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling