+104.9%
DLR vs FSLY
+5.6%
+99.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -0.6% |
| 7D | +2.9% | +11.2% | -8.3% | +2.1% |
| 30D | -1.2% | -18.2% | +17.0% | +0.1% |
| 3M | +2.9% | +21.9% | -19.0% | +0.8% |
| 6M | +6.7% | +4.0% | +2.6% | +3.5% |
| YTD | +23.9% | +123.1% | -99.2% | +11.3% |
| 1Y | +18.6% | +196.9% | -178.2% | +3.2% |
| 3Y | +59.7% | -1.3% | +60.9% | +45.6% |
| 5Y | +42.1% | -50.2% | +92.3% | +25.6% |
| All | +104.9% | +5.6% | +99.3% | +62.2% |
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 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