+107.8%
DHR vs FSLY
-22.7%
+130.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.6% |
| 7D | +1.2% | +4.9% | -3.7% | +0.8% |
| 30D | +3.7% | -33.5% | +37.2% | +6.3% |
| 3M | +14.5% | -44.6% | +59.1% | +18.1% |
| 6M | +40.9% | -9.2% | +50.2% | +39.3% |
| YTD | +2.4% | +63.3% | -60.9% | -7.4% |
| 1Y | +6.1% | +45.3% | -39.2% | -3.1% |
| 3Y | +21.0% | +3.7% | +17.3% | +7.9% |
| 5Y | -11.4% | -67.2% | +55.7% | -19.5% |
| All | +107.8% | -22.7% | +130.4% | +58.3% |
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