-55.6%
FSLY vs DRI
+72.9%
-128.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.2% |
| 7D | -10.6% | +0.6% | -11.2% | -11.0% |
| 30D | -20.9% | +3.8% | -24.7% | -23.1% |
| 3M | +3.4% | +13.0% | -9.6% | -5.8% |
| 6M | +2.7% | +8.3% | -5.6% | -5.5% |
| YTD | +102.3% | +20.6% | +81.6% | +67.6% |
| 1Y | +182.1% | +6.5% | +175.6% | +155.9% |
| 3Y | -14.6% | +53.7% | -68.3% | -46.2% |
| All | -55.6% | +72.9% | -128.5% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling