-8.9%
DASH vs FSLY
-82.2%
+73.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | -4.1% | +11.8% | -15.8% | -6.3% |
| 30D | -10.6% | -36.5% | +25.9% | -3.5% |
| 3M | -18.8% | -39.7% | +21.0% | -13.2% |
| 6M | +11.2% | -9.7% | +20.9% | +6.5% |
| YTD | -23.8% | +68.9% | -92.7% | -47.0% |
| 1Y | -12.2% | +44.5% | -56.6% | -36.3% |
| 3Y | +97.3% | +4.8% | +92.5% | +27.6% |
| 5Y | -29.8% | -66.0% | +36.2% | -44.7% |
| All | -8.9% | -82.2% | +73.3% | -24.0% |
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