-27.9%
DHR vs FSLY
-49.3%
+21.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -0.6% |
| 7D | -2.4% | +11.2% | -13.6% | -3.2% |
| 30D | -2.2% | -18.2% | +16.0% | -1.0% |
| 3M | +9.0% | +21.9% | -12.9% | +6.6% |
| 6M | +3.5% | +4.0% | -0.6% | +0.1% |
| YTD | -10.1% | +123.1% | -133.2% | -20.4% |
| 1Y | +6.2% | +196.9% | -190.7% | -10.1% |
| 3Y | -5.4% | -1.3% | -4.1% | -14.4% |
| 5Y | -27.9% | -50.2% | +22.3% | -39.2% |
| All | -27.9% | -49.3% | +21.4% | -39.2% |
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