+198.1%
DOCN vs FSLY
-69.4%
+267.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +4.4% | +8.3% | +10.9% |
| 7D | +16.3% | +3.5% | +12.8% | +14.9% |
| 30D | +2.0% | -6.4% | +8.4% | +3.5% |
| 3M | -25.2% | +10.9% | -36.1% | -29.6% |
| 6M | +132.7% | +6.7% | +126.0% | +113.1% |
| YTD | +163.3% | +111.1% | +52.2% | +68.4% |
| 1Y | +280.3% | +185.8% | +94.6% | +103.9% |
| 3Y | +371.8% | -6.6% | +378.4% | +249.4% |
| 5Y | +87.1% | -52.4% | +139.5% | +55.0% |
| All | +198.1% | -69.4% | +267.5% | +167.1% |
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