+33.7%
DPZ vs FSLY
-28.5%
+62.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -26.9% | +27.2% | +1.8% |
| 7D | +9.5% | -40.0% | +49.5% | +12.4% |
| 30D | +12.8% | -39.7% | +52.5% | +15.4% |
| 3M | -6.2% | -40.9% | +34.7% | -4.5% |
| 6M | +4.3% | -52.5% | +56.7% | +6.6% |
| YTD | -16.6% | +51.1% | -67.7% | -23.8% |
| 1Y | -12.8% | +90.6% | -103.4% | -22.4% |
| 3Y | -0.8% | -12.4% | +11.6% | -9.7% |
| 5Y | -25.8% | -69.1% | +43.3% | -31.2% |
| All | +33.7% | -28.5% | +62.2% | +2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling