+153.0%
DASH vs FSLY
-13.5%
+166.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.5% | -2.1% | -4.5% |
| 7D | -10.6% | -10.6% | +0.1% | -10.1% |
| 30D | +2.2% | -20.9% | +23.1% | +3.0% |
| 3M | +32.3% | +3.4% | +28.9% | +31.2% |
| 6M | +19.1% | +2.7% | +16.4% | +15.9% |
| YTD | -6.5% | +102.3% | -108.8% | -14.2% |
| 1Y | -14.9% | +182.1% | -196.9% | -27.9% |
| All | +153.0% | -13.5% | +166.5% | +153.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling