-28.1%
DT vs FSLY
-54.2%
+26.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.4% | -7.5% | -3.9% |
| 7D | -4.9% | +3.5% | -8.3% | -5.5% |
| 30D | +2.7% | -6.4% | +9.1% | +3.0% |
| 3M | +20.0% | +10.9% | +9.1% | +16.3% |
| 6M | +28.0% | +6.7% | +21.3% | +17.6% |
| YTD | +16.0% | +111.1% | -95.1% | -11.9% |
| 1Y | +0.7% | +185.8% | -185.1% | -31.1% |
| 3Y | +6.2% | -6.6% | +12.8% | -13.3% |
| 5Y | -28.1% | -52.4% | +24.3% | -34.7% |
| All | -28.1% | -54.2% | +26.1% | -34.7% |
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 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