+182.1%
FSLY vs DG
+23.4%
+158.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.4% |
| 7D | -10.6% | +8.4% | -19.0% | -10.1% |
| 30D | -20.9% | +4.9% | -25.8% | -20.6% |
| 3M | +3.4% | +29.3% | -25.9% | +4.6% |
| 6M | +2.7% | -11.3% | +14.0% | -1.8% |
| YTD | +102.3% | +1.8% | +100.5% | +103.9% |
| 1Y | +182.1% | +25.3% | +156.7% | +229.2% |
| All | +182.1% | +23.4% | +158.6% | +229.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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