-14.2%
FSLY vs DBX
+51.0%
-65.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -0.4% |
| 7D | -10.6% | -2.4% | -8.2% | -8.6% |
| 30D | -20.9% | -0.5% | -20.4% | -20.7% |
| 3M | +3.4% | +28.1% | -24.6% | -17.6% |
| 6M | +2.7% | +33.1% | -30.3% | -23.6% |
| YTD | +102.3% | +25.3% | +77.0% | +58.8% |
| 1Y | +182.1% | +18.3% | +163.7% | +130.5% |
| 3Y | -14.6% | +25.0% | -39.6% | -37.6% |
| 5Y | -55.9% | +7.5% | -63.4% | -61.8% |
| All | -14.2% | +51.0% | -65.1% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling