+103.1%
DOCN vs FSLY
-76.3%
+179.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.3% | -0.8% | -2.8% |
| 7D | +19.1% | +4.9% | +14.2% | +17.0% |
| 30D | -21.0% | -33.5% | +12.5% | -7.3% |
| 3M | -34.7% | -44.6% | +9.9% | -18.9% |
| 6M | -45.8% | -9.2% | -36.5% | -45.8% |
| YTD | +79.4% | +63.3% | +16.1% | +25.2% |
| 1Y | +91.0% | +45.3% | +45.7% | +38.9% |
| 3Y | +237.5% | +3.7% | +233.7% | +127.8% |
| 5Y | -30.4% | -67.2% | +36.8% | -34.8% |
| All | +103.1% | -76.3% | +179.4% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 10y: compounded portfolio wealth divided by compounded FSLY 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…
10y analysis · Full analysis span regression · 6 months rolling