+115.6%
DT vs FSLY
+4.2%
+111.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.5% | +7.5% | -10.1% | -4.0% |
| 30D | +3.5% | -21.1% | +24.6% | +7.9% |
| 3M | +26.7% | +21.8% | +4.9% | +20.0% |
| 6M | +36.1% | -0.1% | +36.3% | +26.2% |
| YTD | +18.6% | +123.1% | -104.4% | -13.1% |
| 1Y | +7.9% | +208.6% | -200.7% | -29.3% |
| 3Y | +8.6% | -1.3% | +9.8% | -16.0% |
| 5Y | -26.7% | -48.4% | +21.7% | -41.3% |
| All | +115.6% | +4.2% | +111.4% | +27.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling