-28.3%
FSLY vs DG
+26.0%
-54.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | +11.8% | -2.5% | +14.2% | +12.3% |
| 30D | -36.5% | +7.7% | -44.2% | -37.8% |
| 3M | -39.7% | +13.1% | -52.9% | -41.8% |
| 6M | -9.7% | +32.0% | -41.7% | -16.5% |
| YTD | +68.9% | +3.3% | +65.5% | +65.3% |
| 1Y | +44.5% | +31.7% | +12.8% | +31.9% |
| 3Y | +4.8% | +21.7% | -16.9% | -10.1% |
| 5Y | -66.0% | -34.7% | -31.3% | -60.3% |
| All | -28.3% | +26.0% | -54.3% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling