+31.5%
DLTR vs FSLY
-50.4%
+82.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -9.4% | +7.5% | -17.0% | -9.8% |
| 30D | -7.3% | -21.1% | +13.8% | -6.4% |
| 3M | +7.6% | +21.8% | -14.2% | +5.7% |
| 6M | +1.6% | -0.1% | +1.7% | -0.9% |
| YTD | -3.5% | +123.1% | -126.6% | -12.7% |
| 1Y | +20.0% | +208.6% | -188.5% | +4.6% |
| 3Y | +2.3% | -1.3% | +3.5% | -5.8% |
| 5Y | +31.5% | -48.4% | +79.9% | +9.2% |
| All | +31.5% | -50.4% | +82.0% | +9.2% |
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