+208.6%
FSLY vs DD
+35.1%
+173.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +7.5% | -2.9% | +10.4% | +9.0% |
| 30D | -21.1% | -11.5% | -9.6% | -16.2% |
| 3M | +21.8% | -5.4% | +27.2% | +25.8% |
| 6M | -0.1% | -6.9% | +6.8% | +5.8% |
| YTD | +123.1% | +6.9% | +116.2% | +117.9% |
| 1Y | +208.6% | +35.6% | +172.9% | +167.5% |
| All | +208.6% | +35.1% | +173.4% | +167.5% |
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