-3.5%
FSLY vs DD
+80.5%
-84.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.2% | +2.1% |
| 7D | +12.5% | -3.5% | +16.0% | +14.5% |
| 30D | -18.8% | -11.7% | -7.2% | -13.1% |
| 3M | +22.7% | -9.2% | +31.9% | +29.3% |
| 6M | -3.7% | -7.2% | +3.5% | +2.3% |
| YTD | +127.5% | +6.6% | +120.9% | +120.9% |
| 1Y | +193.5% | +32.0% | +161.5% | +151.7% |
| 3Y | -1.3% | +42.1% | -43.5% | -18.9% |
| 5Y | -47.3% | +58.1% | -105.4% | -58.1% |
| All | -3.5% | +80.5% | -84.0% | -31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling