-8.4%
DPZ vs FSLY
-13.5%
+5.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.7% |
| 7D | -2.5% | -10.6% | +8.1% | -2.3% |
| 30D | -7.0% | -20.9% | +13.9% | -6.6% |
| 3M | +11.6% | +3.4% | +8.2% | +11.2% |
| 6M | -15.2% | +2.7% | -17.9% | -16.5% |
| YTD | -17.2% | +102.3% | -119.5% | -21.5% |
| 1Y | -24.8% | +182.1% | -206.9% | -30.5% |
| All | -8.4% | -13.5% | +5.1% | -4.4% |
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