+44.5%
FSLY vs DD
+29.4%
+15.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +11.8% | +6.7% | +5.0% | +7.6% |
| 30D | -36.5% | +19.4% | -56.0% | -41.6% |
| 3M | -39.7% | +7.6% | -47.4% | -41.1% |
| 6M | -9.7% | +2.9% | -12.6% | -9.2% |
| YTD | +68.9% | +29.9% | +39.0% | +39.8% |
| 1Y | +44.5% | +28.6% | +15.8% | +20.2% |
| All | +44.5% | +29.4% | +15.0% | +20.2% |
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