+122.8%
DVN vs FSLY
0.0%
+122.8%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.7% | +0.4% |
| 7D | -1.3% | +3.5% | -4.8% | -1.6% |
| 30D | +12.6% | -6.4% | +19.0% | +12.7% |
| 3M | +8.1% | +10.9% | -2.8% | +6.5% |
| 6M | +10.2% | +6.7% | +3.5% | +6.5% |
| YTD | +33.8% | +111.1% | -77.3% | +19.9% |
| 1Y | +43.9% | +185.8% | -141.9% | +23.9% |
| 3Y | +1.7% | -6.6% | +8.3% | -7.7% |
| 5Y | +119.6% | -52.4% | +172.0% | +98.4% |
| All | +122.8% | 0.0% | +122.8% | +42.6% |
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