+82.3%
DUK vs FSLY
+7.7%
+74.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -1.9% | 0.0% |
| 7D | -0.7% | +12.5% | -13.1% | -0.8% |
| 30D | -2.4% | -18.8% | +16.4% | -2.3% |
| 3M | -3.0% | +22.7% | -25.7% | -3.3% |
| 6M | -6.6% | -3.7% | -2.9% | -6.9% |
| YTD | +4.6% | +127.5% | -123.0% | +2.7% |
| 1Y | +1.2% | +193.5% | -192.3% | -1.1% |
| 3Y | +45.7% | -1.3% | +47.0% | +43.9% |
| 5Y | +40.3% | -47.3% | +87.6% | +38.1% |
| All | +82.3% | +7.7% | +74.6% | +47.5% |
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