+78.1%
DHR vs FSLY
+7.7%
+70.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.3% |
| 7D | -3.6% | +12.5% | -16.1% | -4.4% |
| 30D | -2.7% | -18.8% | +16.1% | -1.5% |
| 3M | +10.9% | +22.7% | -11.7% | +8.5% |
| 6M | +3.0% | -3.7% | +6.7% | +0.5% |
| YTD | -12.2% | +127.5% | -139.7% | -21.8% |
| 1Y | +3.3% | +193.5% | -190.2% | -11.1% |
| 3Y | -8.2% | -1.3% | -6.9% | -16.7% |
| 5Y | -29.9% | -47.3% | +17.4% | -38.0% |
| All | +78.1% | +7.7% | +70.4% | +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 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