-3.5%
FSLY vs DG
+16.0%
-19.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.7% |
| 7D | +12.5% | -6.5% | +19.0% | +14.1% |
| 30D | -18.8% | +4.2% | -23.0% | -19.7% |
| 3M | +22.7% | +9.5% | +13.2% | +19.2% |
| 6M | -3.7% | -13.1% | +9.4% | -1.5% |
| YTD | +127.5% | -4.8% | +132.3% | +127.9% |
| 1Y | +193.5% | +20.6% | +172.9% | +174.0% |
| 3Y | -1.3% | +4.9% | -6.3% | -10.6% |
| 5Y | -47.3% | -37.9% | -9.5% | -38.4% |
| All | -3.5% | +16.0% | -19.5% | -22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling