-13.9%
DT vs FSLY
-1.2%
-12.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.2% |
| 7D | -7.5% | -22.9% | +15.4% | -5.5% |
| 30D | -31.5% | -44.6% | +13.1% | -28.1% |
| 3M | -14.0% | -41.5% | +27.5% | -10.7% |
| 6M | +6.9% | -20.8% | +27.7% | +7.8% |
| YTD | +0.3% | +59.5% | -59.2% | -8.4% |
| 1Y | -6.9% | +36.1% | -43.0% | -13.6% |
| 3Y | -13.9% | -1.0% | -12.9% | -25.4% |
| All | -13.9% | -1.2% | -12.7% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling