-48.4%
FSLY vs DTE
+31.2%
-79.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | +7.5% | -2.0% | +9.5% | +7.7% |
| 30D | -21.1% | -2.4% | -18.7% | -20.9% |
| 3M | +21.8% | -7.3% | +29.1% | +22.6% |
| 6M | -0.1% | -7.6% | +7.5% | +0.2% |
| YTD | +123.1% | +5.8% | +117.3% | +116.1% |
| 1Y | +208.6% | +2.3% | +206.2% | +201.3% |
| 3Y | -1.3% | +45.0% | -46.3% | -13.2% |
| 5Y | -48.4% | +33.2% | -81.6% | -49.7% |
| All | -48.4% | +31.2% | -79.6% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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