-52.4%
FSLY vs DD
+61.7%
-114.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.5% |
| 7D | +3.5% | -0.6% | +4.1% | +3.9% |
| 30D | -6.4% | -7.4% | +1.0% | -0.3% |
| 3M | +10.9% | -6.4% | +17.3% | +16.7% |
| 6M | +6.7% | -2.5% | +9.2% | +12.0% |
| YTD | +111.1% | +10.2% | +100.9% | +94.5% |
| 1Y | +185.8% | +36.9% | +148.8% | +115.8% |
| 3Y | -6.6% | +47.0% | -53.6% | -35.4% |
| 5Y | -52.4% | +63.1% | -115.5% | -66.8% |
| All | -52.4% | +61.7% | -114.1% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling