-52.4%
FSLY vs DG
-37.3%
-15.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.0% | +8.4% | +4.9% |
| 7D | +3.5% | -2.5% | +5.9% | +3.8% |
| 30D | -6.4% | +1.0% | -7.4% | -6.7% |
| 3M | +10.9% | +20.3% | -9.4% | +7.5% |
| 6M | +6.7% | -11.7% | +18.4% | +7.9% |
| YTD | +111.1% | -2.3% | +113.4% | +110.8% |
| 1Y | +185.8% | +20.0% | +165.8% | +175.1% |
| 3Y | -6.6% | +7.2% | -13.8% | -12.0% |
| 5Y | -52.4% | -37.9% | -14.5% | -42.9% |
| All | -52.4% | -37.3% | -15.1% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling