+182.1%
FSLY vs DGX
+33.7%
+148.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.9% |
| 7D | -10.6% | -2.3% | -8.3% | -11.5% |
| 30D | -20.9% | +0.6% | -21.5% | -20.5% |
| 3M | +3.4% | +21.4% | -18.0% | +12.5% |
| 6M | +2.7% | +14.7% | -12.0% | +11.2% |
| YTD | +102.3% | +38.4% | +63.8% | +117.2% |
| 1Y | +182.1% | +34.0% | +148.1% | +212.3% |
| All | +182.1% | +33.7% | +148.4% | +212.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling