+44.0%
DLTR vs FSLY
+161.0%
-117.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.2% | +9.8% | +9.6% |
| 7D | +15.6% | -22.2% | +37.8% | +14.8% |
| 30D | +29.9% | -19.1% | +49.0% | +29.3% |
| 3M | +12.5% | -15.7% | +28.2% | +12.3% |
| 6M | +56.3% | -23.5% | +79.8% | +56.3% |
| YTD | +19.5% | +106.6% | -87.1% | +19.4% |
| 1Y | +44.0% | +164.3% | -120.2% | +45.5% |
| All | +44.0% | +161.0% | -117.0% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling