+132.4%
DIA vs FSLY
+5.6%
+126.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -1.1% |
| 7D | -1.2% | +11.2% | -12.4% | -1.9% |
| 30D | -2.7% | -18.2% | +15.5% | -1.7% |
| 3M | +3.3% | +21.9% | -18.6% | +1.6% |
| 6M | +10.4% | +4.0% | +6.4% | +7.8% |
| YTD | +10.0% | +123.1% | -113.1% | +0.7% |
| 1Y | +16.2% | +196.9% | -180.7% | +3.3% |
| 3Y | +58.7% | -1.3% | +60.0% | +47.0% |
| 5Y | +63.6% | -50.2% | +113.8% | +50.6% |
| All | +132.4% | +5.6% | +126.7% | +70.8% |
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