+33.4%
DPZ vs FSLY
-2.2%
+35.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.5% |
| 7D | +10.1% | -22.2% | +32.3% | +11.6% |
| 30D | +14.6% | -19.1% | +33.7% | +15.6% |
| 3M | -6.8% | -15.7% | +8.9% | -6.8% |
| 6M | +4.4% | -23.5% | +27.9% | +3.8% |
| YTD | -16.8% | +106.6% | -123.5% | -25.2% |
| 1Y | -14.5% | +164.3% | -178.7% | -25.1% |
| 3Y | -1.1% | +19.8% | -20.9% | -11.3% |
| 5Y | -28.0% | -61.3% | +33.4% | -33.8% |
| All | +33.4% | -2.2% | +35.5% | +0.7% |
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