+1,484.8%
DELL vs FSLY
+5.6%
+1,479.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -1.9% | +7.5% | -9.4% | -2.8% |
| 30D | +14.9% | -21.1% | +36.0% | +18.0% |
| 3M | +37.2% | +21.8% | +15.4% | +33.6% |
| 6M | +254.0% | -0.1% | +254.1% | +244.5% |
| YTD | +306.1% | +123.1% | +183.1% | +252.6% |
| 1Y | +312.3% | +208.6% | +103.7% | +238.7% |
| 3Y | +654.0% | -1.3% | +655.3% | +570.5% |
| 5Y | +1,055.3% | -48.4% | +1,103.7% | +915.3% |
| All | +1,484.8% | +5.6% | +1,479.2% | +957.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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