-32.3%
FSLY vs DD
+123.0%
-155.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.0% |
| 7D | -22.9% | +2.2% | -25.2% | -23.4% |
| 30D | -44.6% | +20.7% | -65.3% | -49.6% |
| 3M | -41.5% | +11.3% | -52.8% | -44.6% |
| 6M | -20.8% | +6.0% | -26.8% | -23.1% |
| YTD | +59.5% | +31.7% | +27.8% | +38.3% |
| 1Y | +36.1% | +32.2% | +3.9% | +17.6% |
| 3Y | -1.0% | +92.7% | -93.7% | -30.5% |
| 5Y | -66.9% | +72.1% | -139.1% | -75.7% |
| All | -32.3% | +123.0% | -155.3% | -57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling