+205.1%
DINO vs FSLY
-22.7%
+227.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.2% |
| 7D | +5.7% | +4.9% | +0.8% | +5.4% |
| 30D | -19.6% | -33.5% | +14.0% | -18.1% |
| 3M | +11.8% | -44.6% | +56.4% | +14.4% |
| 6M | +49.0% | -9.2% | +58.2% | +48.0% |
| YTD | +128.1% | +63.3% | +64.9% | +114.1% |
| 1Y | +96.3% | +45.3% | +51.0% | +85.4% |
| 3Y | +113.8% | +3.7% | +110.0% | +97.7% |
| 5Y | +252.7% | -67.2% | +319.8% | +227.4% |
| All | +205.1% | -22.7% | +227.8% | +131.0% |
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