-14.2%
FSLY vs DVA
+271.8%
-285.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.7% |
| 7D | -10.6% | +1.8% | -12.5% | -10.9% |
| 30D | -20.9% | -2.5% | -18.4% | -20.5% |
| 3M | +3.4% | -4.3% | +7.7% | +3.2% |
| 6M | +2.7% | +18.9% | -16.1% | -2.9% |
| YTD | +102.3% | +61.9% | +40.3% | +77.6% |
| 1Y | +182.1% | +35.7% | +146.3% | +157.7% |
| 3Y | -14.6% | +78.6% | -93.2% | -28.6% |
| 5Y | -55.9% | +39.2% | -95.1% | -62.7% |
| All | -14.2% | +271.8% | -285.9% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling