-12.2%
DASH vs FSLY
+41.0%
-53.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.2% |
| 7D | -4.1% | +11.8% | -15.8% | -3.9% |
| 30D | -10.6% | -36.5% | +25.9% | -11.5% |
| 3M | -18.8% | -39.7% | +21.0% | -19.5% |
| 6M | +11.2% | -9.7% | +20.9% | +11.9% |
| YTD | -23.8% | +68.9% | -92.7% | -15.1% |
| 1Y | -12.2% | +44.5% | -56.6% | -1.9% |
| All | -12.2% | +41.0% | -53.2% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling