+46.9%
DUK vs FSLY
-0.4%
+47.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.3% | -0.6% |
| 7D | -0.1% | +11.2% | -11.3% | 0.0% |
| 30D | +0.2% | -18.2% | +18.4% | +0.1% |
| 3M | -1.9% | +21.9% | -23.8% | -1.6% |
| 6M | -6.5% | +4.0% | -10.5% | -6.2% |
| YTD | +5.4% | +123.1% | -117.6% | +6.2% |
| 1Y | +3.6% | +196.9% | -193.3% | +4.6% |
| All | +46.9% | -0.4% | +47.3% | +47.3% |
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