+182.1%
FSLY vs DBX
+20.4%
+161.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -1.4% |
| 7D | -10.6% | -2.4% | -8.2% | -9.6% |
| 30D | -20.9% | -0.5% | -20.4% | -20.7% |
| 3M | +3.4% | +28.1% | -24.6% | -6.7% |
| 6M | +2.7% | +33.1% | -30.3% | -11.0% |
| YTD | +102.3% | +25.3% | +77.0% | +80.6% |
| 1Y | +182.1% | +18.3% | +163.7% | +162.9% |
| All | +182.1% | +20.4% | +161.6% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling