+3.7%
DT vs FSLY
-5.7%
+9.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.4% | -7.5% | -3.5% |
| 7D | -4.9% | +3.5% | -8.3% | -5.2% |
| 30D | +2.7% | -6.4% | +9.1% | +2.9% |
| 3M | +20.0% | +10.9% | +9.1% | +18.3% |
| 6M | +28.0% | +6.7% | +21.3% | +23.1% |
| YTD | +16.0% | +111.1% | -95.1% | +2.9% |
| 1Y | +0.7% | +185.8% | -185.1% | -15.3% |
| All | +3.7% | -5.7% | +9.4% | -9.5% |
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 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