+63.2%
DHI vs FSLY
-47.3%
+110.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.5% |
| 7D | -3.4% | +12.5% | -15.9% | -4.4% |
| 30D | -5.4% | -18.8% | +13.4% | -4.0% |
| 3M | -10.4% | +22.7% | -33.1% | -12.8% |
| 6M | -2.8% | -3.7% | +0.9% | -5.6% |
| YTD | -3.4% | +127.5% | -130.9% | -16.1% |
| 1Y | -22.9% | +193.5% | -216.4% | -36.0% |
| 3Y | +20.7% | -1.3% | +22.0% | +10.0% |
| All | +63.2% | -47.3% | +110.5% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling