-27.5%
DPZ vs FSLY
-68.3%
+40.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.2% | -2.3% |
| 7D | +6.6% | -31.4% | +38.0% | +8.2% |
| 30D | +10.3% | -37.3% | +47.6% | +12.2% |
| 3M | -6.2% | -30.1% | +24.0% | -5.6% |
| 6M | +4.2% | -49.8% | +54.0% | +5.9% |
| YTD | -18.4% | +55.7% | -74.1% | -25.4% |
| 1Y | -14.9% | +44.5% | -59.4% | -21.8% |
| 3Y | -4.6% | -4.3% | -0.3% | -13.6% |
| All | -27.5% | -68.3% | +40.8% | -32.6% |
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 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