+136.8%
DIA vs FSLY
-4.2%
+141.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.4% |
| 7D | -0.2% | -10.6% | +10.5% | +0.5% |
| 30D | -1.5% | -20.9% | +19.4% | -0.5% |
| 3M | +3.8% | +3.4% | +0.3% | +3.0% |
| 6M | +10.3% | +2.7% | +7.5% | +7.7% |
| YTD | +12.1% | +102.3% | -90.2% | +3.2% |
| 1Y | +18.6% | +182.1% | -163.4% | +5.8% |
| 3Y | +60.6% | -14.6% | +75.2% | +50.2% |
| 5Y | +64.4% | -55.9% | +120.3% | +52.5% |
| All | +136.8% | -4.2% | +141.0% | +75.1% |
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