+70.5%
DOCN vs FSLY
-77.4%
+148.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.5% | +1.3% |
| 7D | -19.2% | -31.4% | +12.3% | -6.7% |
| 30D | -43.1% | -37.3% | -5.8% | -31.7% |
| 3M | -40.7% | -30.1% | -10.6% | -33.6% |
| 6M | -55.0% | -49.8% | -5.2% | -45.5% |
| YTD | +50.6% | +55.7% | -5.1% | +7.0% |
| 1Y | +54.0% | +44.5% | +9.5% | +12.0% |
| 3Y | +203.9% | -4.3% | +208.2% | +112.8% |
| 5Y | -29.4% | -68.2% | +38.8% | -32.9% |
| All | +70.5% | -77.4% | +148.0% | +69.7% |
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