-3.5%
FSLY vs DGX
+183.9%
-187.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.4% |
| 7D | +12.5% | -0.9% | +13.4% | +12.8% |
| 30D | -18.8% | -1.2% | -17.7% | -18.5% |
| 3M | +22.7% | +15.8% | +6.9% | +15.8% |
| 6M | -3.7% | +18.2% | -21.9% | -10.2% |
| YTD | +127.5% | +37.2% | +90.3% | +97.3% |
| 1Y | +193.5% | +30.4% | +163.2% | +159.4% |
| 3Y | -1.3% | +96.7% | -98.0% | -30.8% |
| 5Y | -47.3% | +67.2% | -114.5% | -60.3% |
| All | -3.5% | +183.9% | -187.3% | -36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling