+131.2%
DVN vs FSLY
+7.7%
+123.5%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.3% |
| 7D | +4.5% | +12.5% | -8.0% | +3.6% |
| 30D | +12.0% | -18.8% | +30.8% | +13.4% |
| 3M | +13.4% | +22.7% | -9.3% | +10.9% |
| 6M | +12.1% | -3.7% | +15.8% | +9.3% |
| YTD | +38.8% | +127.5% | -88.7% | +23.7% |
| 1Y | +46.0% | +193.5% | -147.5% | +25.7% |
| 3Y | +9.5% | -1.3% | +10.8% | -1.0% |
| 5Y | +125.3% | -47.3% | +172.6% | +101.8% |
| All | +131.2% | +7.7% | +123.5% | +47.2% |
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