-32.3%
FSLY vs DAR
+151.8%
-184.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.5% | +2.4% |
| 7D | -22.9% | -3.8% | -19.1% | -21.3% |
| 30D | -44.6% | -14.4% | -30.2% | -40.6% |
| 3M | -41.5% | -17.9% | -23.6% | -36.8% |
| 6M | -20.8% | -18.3% | -2.5% | -14.5% |
| YTD | +59.5% | +43.2% | +16.3% | +36.9% |
| 1Y | +36.1% | +57.7% | -21.6% | +11.8% |
| 3Y | -1.0% | +22.7% | -23.7% | -15.8% |
| 5Y | -66.9% | -34.0% | -32.9% | -63.2% |
| All | -32.3% | +151.8% | -184.1% | -62.5% |
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