-30.7%
FSLY vs DBX
+45.3%
-76.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.4% |
| 7D | +4.9% | -3.3% | +8.1% | +7.6% |
| 30D | -33.5% | -5.9% | -27.7% | -30.1% |
| 3M | -44.6% | -6.7% | -38.0% | -41.4% |
| 6M | -9.2% | +28.0% | -37.2% | -28.5% |
| YTD | +63.3% | +20.6% | +42.6% | +32.0% |
| 1Y | +45.3% | +10.3% | +35.0% | +26.7% |
| 3Y | +3.7% | +24.0% | -20.3% | -24.6% |
| 5Y | -67.2% | +24.2% | -91.4% | -74.7% |
| All | -30.7% | +45.3% | -76.1% | -52.8% |
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