-30.7%
FSLY vs DAR
+173.4%
-204.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.5% | -3.8% |
| 7D | +4.9% | +11.6% | -6.7% | -0.1% |
| 30D | -33.5% | -10.2% | -23.3% | -30.2% |
| 3M | -44.6% | -14.8% | -29.8% | -41.1% |
| 6M | -9.2% | -10.1% | +0.8% | -6.0% |
| YTD | +63.3% | +55.5% | +7.7% | +35.2% |
| 1Y | +45.3% | +61.7% | -16.4% | +18.0% |
| 3Y | +3.7% | +37.2% | -33.4% | -16.1% |
| 5Y | -67.2% | -26.9% | -40.2% | -65.0% |
| All | -30.7% | +173.4% | -204.1% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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