-3.5%
FSLY vs DBX
+54.1%
-57.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +0.7% |
| 7D | +12.5% | +2.1% | +10.4% | +10.4% |
| 30D | -18.8% | +5.7% | -24.6% | -22.8% |
| 3M | +22.7% | +31.8% | -9.1% | -4.6% |
| 6M | -3.7% | +37.5% | -41.2% | -30.3% |
| YTD | +127.5% | +27.9% | +99.6% | +75.2% |
| 1Y | +193.5% | +15.0% | +178.5% | +146.2% |
| 3Y | -1.3% | +27.2% | -28.5% | -29.0% |
| 5Y | -47.3% | +12.8% | -60.1% | -56.1% |
| All | -3.5% | +54.1% | -57.6% | -37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling