+52.7%
DRAM vs FSLY
-46.0%
+98.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -2.0% |
| 7D | +7.9% | +4.9% | +3.1% | +6.7% |
| 30D | -15.4% | -33.5% | +18.1% | -7.2% |
| 3M | -25.5% | -44.6% | +19.1% | -16.2% |
| 6M | -22.3% | -9.2% | -13.0% | -21.0% |
| All | +52.7% | -46.0% | +98.8% | +61.4% |
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 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