-14.2%
FSLY vs DAR
+218.3%
-232.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.1% |
| 7D | -10.6% | +1.4% | -12.0% | -11.4% |
| 30D | -20.9% | +12.8% | -33.7% | -25.5% |
| 3M | +3.4% | +7.4% | -3.9% | -0.6% |
| 6M | +2.7% | +22.3% | -19.5% | -5.8% |
| YTD | +102.3% | +81.1% | +21.2% | +57.2% |
| 1Y | +182.1% | +106.5% | +75.6% | +104.3% |
| 3Y | -14.6% | +5.3% | -19.9% | -20.9% |
| 5Y | -55.9% | -11.5% | -44.4% | -56.5% |
| All | -14.2% | +218.3% | -232.5% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling