+164.3%
FSLY vs DVA
+62.2%
+102.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -5.9% | +0.2% |
| 7D | -22.2% | +4.7% | -26.9% | -21.9% |
| 30D | -19.1% | +7.8% | -26.9% | -18.6% |
| 3M | -15.7% | -15.5% | -0.2% | -16.8% |
| 6M | -23.5% | +25.0% | -48.5% | -23.6% |
| YTD | +106.6% | +69.6% | +37.1% | +115.3% |
| 1Y | +164.3% | +60.6% | +103.7% | +188.3% |
| All | +164.3% | +62.2% | +102.1% | +188.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling