-5.3%
FSLY vs DGX
+184.4%
-189.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +11.2% | -2.2% | +13.4% | +12.0% |
| 30D | -18.2% | -0.9% | -17.2% | -17.9% |
| 3M | +21.9% | +15.6% | +6.3% | +15.2% |
| 6M | +4.0% | +17.8% | -13.8% | -2.9% |
| YTD | +123.1% | +37.5% | +85.6% | +93.3% |
| 1Y | +196.9% | +31.2% | +165.7% | +161.9% |
| 3Y | -1.3% | +96.6% | -97.9% | -30.7% |
| 5Y | -50.2% | +64.9% | -115.1% | -62.2% |
| All | -5.3% | +184.4% | -189.7% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling