+104.2%
DLR vs FSLY
-4.2%
+108.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.5% |
| 7D | +1.6% | -10.6% | +12.2% | +2.4% |
| 30D | -3.4% | -20.9% | +17.5% | -2.1% |
| 3M | +0.5% | +3.4% | -2.9% | -0.4% |
| 6M | +4.6% | +2.7% | +1.8% | +1.5% |
| YTD | +23.4% | +102.3% | -78.8% | +11.7% |
| 1Y | +19.0% | +182.1% | -163.0% | +3.9% |
| 3Y | +56.5% | -14.6% | +71.1% | +44.4% |
| 5Y | +33.3% | -55.9% | +89.2% | +18.8% |
| All | +104.2% | -4.2% | +108.4% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling