-6.6%
FSLY vs DD
+47.1%
-53.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.5% |
| 7D | +3.5% | -0.6% | +4.1% | +3.8% |
| 30D | -6.4% | -7.4% | +1.0% | -1.0% |
| 3M | +10.9% | -6.4% | +17.3% | +16.2% |
| 6M | +6.7% | -2.5% | +9.2% | +11.8% |
| YTD | +111.1% | +10.2% | +100.9% | +96.0% |
| 1Y | +185.8% | +36.9% | +148.8% | +121.3% |
| 3Y | -6.6% | +47.0% | -53.6% | -34.1% |
| All | -6.6% | +47.1% | -53.7% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling