-31.1%
DOCN vs FSLY
-69.4%
+38.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -26.9% | +11.0% | -4.8% |
| 7D | -29.3% | -40.0% | +10.7% | -13.4% |
| 30D | -46.0% | -39.7% | -6.3% | -34.0% |
| 3M | -43.2% | -40.9% | -2.3% | -32.0% |
| 6M | -53.7% | -52.5% | -1.2% | -42.6% |
| YTD | +46.9% | +51.1% | -4.2% | +4.6% |
| 1Y | +54.3% | +90.6% | -36.2% | -5.3% |
| 3Y | +185.5% | -12.4% | +198.0% | +105.9% |
| 5Y | -31.1% | -69.1% | +38.0% | +6.7% |
| All | -31.1% | -69.4% | +38.3% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling