-5.3%
FSLY vs DKS
+364.2%
-369.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +7.5% | -4.7% | +12.3% | +9.2% |
| 30D | -21.1% | -35.1% | +14.0% | -10.7% |
| 3M | +21.8% | -37.7% | +59.5% | +39.0% |
| 6M | -0.1% | -30.7% | +30.6% | +9.1% |
| YTD | +123.1% | -31.9% | +155.0% | +142.2% |
| 1Y | +208.6% | -40.0% | +248.6% | +249.0% |
| 3Y | -1.3% | +28.4% | -29.7% | -18.3% |
| 5Y | -48.4% | +12.4% | -60.8% | -58.1% |
| All | -5.3% | +364.2% | -369.5% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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