-6.6%
FSLY vs DG
+10.3%
-16.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.0% | +8.4% | +4.3% |
| 7D | +3.5% | -2.5% | +5.9% | +3.4% |
| 30D | -6.4% | +1.0% | -7.4% | -6.4% |
| 3M | +10.9% | +20.3% | -9.4% | +10.7% |
| 6M | +6.7% | -11.7% | +18.4% | +6.2% |
| YTD | +111.1% | -2.3% | +113.4% | +110.9% |
| 1Y | +185.8% | +20.0% | +165.8% | +187.4% |
| 3Y | -6.6% | +7.2% | -13.8% | -0.5% |
| All | -6.6% | +10.3% | -16.9% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling