-6.0%
DHR vs FSLY
-0.4%
-5.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -0.4% |
| 7D | -2.4% | +11.2% | -13.6% | -2.8% |
| 30D | -2.2% | -18.2% | +16.0% | -1.5% |
| 3M | +9.0% | +21.9% | -12.9% | +7.6% |
| 6M | +3.5% | +4.0% | -0.6% | +1.4% |
| YTD | -10.1% | +123.1% | -133.2% | -16.6% |
| 1Y | +6.2% | +196.9% | -190.7% | -5.1% |
| All | -6.0% | -0.4% | -5.7% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling