-14.9%
DPZ vs FSLY
+63.4%
-78.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.2% | -2.1% |
| 7D | +6.6% | -31.4% | +38.0% | +6.0% |
| 30D | +10.3% | -37.3% | +47.6% | +9.7% |
| 3M | -6.2% | -30.1% | +24.0% | -6.5% |
| 6M | +4.2% | -49.8% | +54.0% | +3.8% |
| YTD | -18.4% | +55.7% | -74.1% | -18.9% |
| 1Y | -14.9% | +44.5% | -59.4% | -14.6% |
| All | -14.9% | +63.4% | -78.3% | -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 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