+23.6%
DLTR vs FSLY
0.0%
+23.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.4% | -10.0% | -5.9% |
| 7D | -5.8% | +3.5% | -9.3% | -6.0% |
| 30D | -5.2% | -6.4% | +1.2% | -5.3% |
| 3M | +15.2% | +10.9% | +4.3% | +13.7% |
| 6M | +7.1% | +6.7% | +0.4% | +3.8% |
| YTD | +0.8% | +111.1% | -110.3% | -8.5% |
| 1Y | +24.8% | +185.8% | -161.0% | +9.4% |
| 3Y | +6.9% | -6.6% | +13.5% | -1.6% |
| 5Y | +33.2% | -52.4% | +85.6% | +20.3% |
| All | +23.6% | 0.0% | +23.6% | -14.6% |
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 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