+164.3%
FSLY vs DD
+49.3%
+114.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.6% |
| 7D | -22.2% | +8.7% | -30.9% | -25.0% |
| 30D | -19.1% | +15.3% | -34.5% | -24.1% |
| 3M | -15.7% | +5.9% | -21.6% | -16.9% |
| 6M | -23.5% | +11.6% | -35.1% | -23.2% |
| YTD | +106.6% | +26.5% | +80.1% | +87.5% |
| 1Y | +164.3% | +35.4% | +128.9% | +142.7% |
| All | +164.3% | +49.3% | +114.9% | +142.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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