+11.7%
DASH vs FSLY
-78.7%
+90.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.5% | -2.1% | -4.1% |
| 7D | -10.6% | -10.6% | +0.1% | -8.5% |
| 30D | +2.2% | -20.9% | +23.1% | +5.4% |
| 3M | +32.3% | +3.4% | +28.9% | +27.9% |
| 6M | +19.1% | +2.7% | +16.4% | +6.6% |
| YTD | -6.5% | +102.3% | -108.8% | -35.3% |
| 1Y | -14.9% | +182.1% | -196.9% | -50.8% |
| 3Y | +151.9% | -14.6% | +166.5% | +91.2% |
| 5Y | +9.4% | -55.9% | +65.3% | -17.3% |
| All | +11.7% | -78.7% | +90.4% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling