-5.2%
DASH vs FSLY
-83.6%
+78.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.8% |
| 7D | +0.4% | -31.4% | +31.8% | +7.4% |
| 30D | -6.0% | -37.3% | +31.3% | +1.3% |
| 3M | -15.8% | -30.1% | +14.4% | -13.4% |
| 6M | +7.0% | -49.8% | +56.8% | +13.5% |
| YTD | -20.7% | +55.7% | -76.4% | -43.9% |
| 1Y | -8.5% | +44.5% | -53.0% | -34.3% |
| 3Y | +101.8% | -4.3% | +106.1% | +33.3% |
| 5Y | -9.6% | -68.2% | +58.6% | -28.0% |
| All | -5.2% | -83.6% | +78.4% | -19.6% |
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