-28.8%
DPZ vs FSLY
-55.9%
+27.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.6% |
| 7D | -2.5% | -10.6% | +8.1% | -2.0% |
| 30D | -7.0% | -20.9% | +13.9% | -6.1% |
| 3M | +11.6% | +3.4% | +8.2% | +10.7% |
| 6M | -15.2% | +2.7% | -17.9% | -17.6% |
| YTD | -17.2% | +102.3% | -119.5% | -24.7% |
| 1Y | -24.8% | +182.1% | -206.9% | -34.2% |
| 3Y | -8.7% | -14.6% | +5.9% | -14.4% |
| All | -28.8% | -55.9% | +27.1% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling