-5.3%
FSLY vs DAR
+229.6%
-235.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.4% |
| 7D | +11.2% | -0.2% | +11.3% | +11.2% |
| 30D | -18.2% | +7.4% | -25.6% | -21.1% |
| 3M | +21.9% | +15.7% | +6.2% | +13.3% |
| 6M | +4.0% | +30.0% | -26.0% | -7.1% |
| YTD | +123.1% | +87.5% | +35.6% | +70.8% |
| 1Y | +196.9% | +113.4% | +83.5% | +112.1% |
| 3Y | -1.3% | +15.3% | -16.6% | -12.2% |
| 5Y | -50.2% | -4.3% | -45.9% | -52.4% |
| All | -5.3% | +229.6% | -235.0% | -53.2% |
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