-48.4%
FSLY vs DBX
+8.4%
-56.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.2% |
| 7D | +7.5% | -1.8% | +9.3% | +9.2% |
| 30D | -21.1% | +2.8% | -23.9% | -23.4% |
| 3M | +21.8% | +26.8% | -5.0% | -3.9% |
| 6M | -0.1% | +32.8% | -32.9% | -27.7% |
| YTD | +123.1% | +26.1% | +97.0% | +70.0% |
| 1Y | +208.6% | +14.1% | +194.4% | +157.1% |
| 3Y | -1.3% | +25.7% | -27.0% | -33.9% |
| 5Y | -48.4% | +11.2% | -59.5% | -57.9% |
| All | -48.4% | +8.4% | -56.8% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling