-2.5%
FSLY vs DRI
+70.6%
-73.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | -22.4% | +3.1% | -25.5% | -22.8% |
| 30D | -45.5% | +16.2% | -61.7% | -47.0% |
| 3M | -30.4% | +8.4% | -38.8% | -31.5% |
| 6M | -22.1% | +19.0% | -41.1% | -25.2% |
| YTD | +57.0% | +28.8% | +28.1% | +42.0% |
| 1Y | +38.2% | +33.1% | +5.1% | +22.9% |
| 3Y | -2.5% | +70.8% | -73.3% | -27.0% |
| All | -2.5% | +70.6% | -73.1% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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