+1.9%
DLTR vs FSLY
+1.6%
+0.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.5% |
| 7D | -10.1% | +12.5% | -22.6% | -10.4% |
| 30D | -8.1% | -18.8% | +10.7% | -7.6% |
| 3M | +2.9% | +22.7% | -19.8% | +1.8% |
| 6M | +4.3% | -3.7% | +8.0% | +3.0% |
| YTD | -3.9% | +127.5% | -131.4% | -10.2% |
| 1Y | +18.9% | +193.5% | -174.6% | +8.4% |
| 3Y | +1.9% | -1.3% | +3.2% | -8.6% |
| All | +1.9% | +1.6% | +0.3% | -8.6% |
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