+3.7%
FSLY vs DKS
+44.7%
-40.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.1% | -4.0% |
| 7D | +4.9% | +6.3% | -1.4% | +3.1% |
| 30D | -33.5% | +9.3% | -42.8% | -35.1% |
| 3M | -44.6% | -25.3% | -19.4% | -40.9% |
| 6M | -9.2% | -29.2% | +20.0% | -2.3% |
| YTD | +63.3% | -22.7% | +86.0% | +67.3% |
| 1Y | +45.3% | -30.1% | +75.4% | +54.8% |
| 3Y | +3.7% | +45.6% | -41.9% | -46.0% |
| All | +3.7% | +44.7% | -40.9% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling