-5.1%
DASH vs FSLY
-84.1%
+79.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -26.9% | +17.5% | -4.0% |
| 7D | +0.5% | -40.0% | +40.5% | +10.4% |
| 30D | -7.1% | -39.7% | +32.6% | +1.0% |
| 3M | -13.2% | -40.9% | +27.7% | -7.8% |
| 6M | +8.3% | -52.5% | +60.8% | +16.3% |
| YTD | -20.6% | +51.1% | -71.6% | -43.4% |
| 1Y | -24.4% | +90.6% | -115.0% | -52.9% |
| 3Y | +94.5% | -12.4% | +106.9% | +32.7% |
| 5Y | -9.4% | -69.1% | +59.7% | -27.5% |
| All | -5.1% | -84.1% | +79.0% | -19.0% |
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 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