+124.3%
DVN vs FSLY
-50.4%
+174.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +2.5% | +7.5% | -5.0% | +2.1% |
| 30D | +10.2% | -21.1% | +31.3% | +11.6% |
| 3M | +8.1% | +21.8% | -13.7% | +6.1% |
| 6M | +15.9% | -0.1% | +16.0% | +13.2% |
| YTD | +38.2% | +123.1% | -84.8% | +25.8% |
| 1Y | +44.5% | +208.6% | -164.1% | +26.4% |
| 3Y | +5.1% | -1.3% | +6.4% | -4.2% |
| 5Y | +124.3% | -48.4% | +172.7% | +97.4% |
| All | +124.3% | -50.4% | +174.8% | +97.4% |
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 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