+228.7%
DHI vs FSLY
+5.6%
+223.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -6.1% | +7.5% | -13.6% | -6.8% |
| 30D | -10.1% | -21.1% | +11.0% | -8.5% |
| 3M | -7.3% | +21.8% | -29.1% | -9.7% |
| 6M | -6.1% | -0.1% | -6.0% | -9.1% |
| YTD | -5.0% | +123.1% | -128.1% | -17.0% |
| 1Y | -22.1% | +208.6% | -230.7% | -35.1% |
| 3Y | +19.2% | -1.3% | +20.5% | +7.2% |
| 5Y | +59.4% | -48.4% | +107.8% | +39.5% |
| All | +228.7% | +5.6% | +223.1% | +131.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling