+117.6%
DT vs FSLY
-5.5%
+123.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.1% |
| 7D | -3.3% | -10.6% | +7.3% | -1.1% |
| 30D | +2.0% | -20.9% | +22.9% | +5.9% |
| 3M | +20.0% | +3.4% | +16.6% | +17.4% |
| 6M | +39.3% | +2.7% | +36.5% | +28.1% |
| YTD | +19.8% | +102.3% | -82.5% | -10.5% |
| 1Y | +4.3% | +182.1% | -177.8% | -30.4% |
| 3Y | +7.7% | -14.6% | +22.3% | -13.7% |
| 5Y | -26.8% | -55.9% | +29.1% | -39.3% |
| All | +117.6% | -5.5% | +123.1% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling