+324.3%
DOCN vs FSLY
-13.5%
+337.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +3.6% |
| 7D | +1.1% | -10.6% | +11.8% | +4.6% |
| 30D | -9.6% | -20.9% | +11.3% | -4.0% |
| 3M | -37.7% | +3.4% | -41.1% | -39.3% |
| 6M | +115.2% | +2.7% | +112.5% | +107.4% |
| YTD | +133.7% | +102.3% | +31.5% | +81.8% |
| 1Y | +250.2% | +182.1% | +68.1% | +138.4% |
| All | +324.3% | -13.5% | +337.7% | +232.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling