+29.2%
DPZ vs FSLY
-24.5%
+53.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.9% | -1.3% |
| 7D | +2.2% | -22.9% | +25.1% | +3.4% |
| 30D | +6.7% | -44.6% | +51.3% | +9.8% |
| 3M | -4.5% | -41.5% | +37.0% | -2.5% |
| 6M | +3.3% | -20.8% | +24.1% | +2.9% |
| YTD | -19.4% | +59.5% | -79.0% | -26.6% |
| 1Y | -17.3% | +36.1% | -53.4% | -23.8% |
| 3Y | -8.4% | -1.0% | -7.4% | -17.4% |
| 5Y | -28.2% | -66.9% | +38.7% | -33.7% |
| All | +29.2% | -24.5% | +53.7% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling