+164.3%
FSLY vs DBX
+22.5%
+141.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.4% | -1.6% |
| 7D | -22.2% | -1.1% | -21.1% | -21.7% |
| 30D | -19.1% | +5.0% | -24.2% | -20.9% |
| 3M | -15.7% | +4.6% | -20.3% | -17.1% |
| 6M | -23.5% | +43.9% | -67.4% | -33.0% |
| YTD | +106.6% | +29.9% | +76.8% | +80.9% |
| 1Y | +164.3% | +24.6% | +139.6% | +136.1% |
| All | +164.3% | +22.5% | +141.7% | +136.1% |
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