-2.5%
DPZ vs FSLY
-12.6%
+10.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -26.9% | +27.2% | +0.6% |
| 7D | +9.5% | -40.0% | +49.5% | +10.1% |
| 30D | +12.8% | -39.7% | +52.5% | +13.4% |
| 3M | -6.2% | -40.9% | +34.7% | -5.9% |
| 6M | +4.3% | -52.5% | +56.7% | +4.9% |
| YTD | -16.6% | +51.1% | -67.7% | -20.2% |
| 1Y | -12.8% | +90.6% | -103.4% | -17.8% |
| All | -2.5% | -12.6% | +10.0% | -8.4% |
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