-28.3%
FSLY vs DD
+119.9%
-148.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +11.8% | +6.7% | +5.0% | +7.8% |
| 30D | -36.5% | +19.4% | -56.0% | -42.1% |
| 3M | -39.7% | +7.6% | -47.4% | -42.0% |
| 6M | -9.7% | +2.9% | -12.6% | -10.9% |
| YTD | +68.9% | +29.9% | +39.0% | +47.5% |
| 1Y | +44.5% | +28.6% | +15.8% | +26.6% |
| 3Y | +4.8% | +90.0% | -85.2% | -25.9% |
| 5Y | -66.0% | +68.1% | -134.2% | -74.8% |
| All | -28.3% | +119.9% | -148.3% | -54.4% |
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