+2.7%
FSLY vs DAR
+21.5%
-18.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -1.9% |
| 7D | -10.6% | +1.4% | -12.0% | -12.0% |
| 30D | -20.9% | +12.8% | -33.7% | -29.8% |
| 3M | +3.4% | +7.4% | -3.9% | -3.6% |
| 6M | +2.7% | +22.3% | -19.5% | -9.1% |
| All | +2.7% | +21.5% | -18.7% | -9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling