-38.7%
DOCS vs FSLY
-72.5%
+33.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -2.6% |
| 7D | -0.8% | -31.4% | +30.7% | +5.4% |
| 30D | +17.4% | -37.3% | +54.7% | +25.8% |
| 3M | +57.4% | -30.1% | +87.5% | +61.9% |
| 6M | +26.5% | -49.8% | +76.3% | +34.4% |
| YTD | -26.6% | +55.7% | -82.3% | -44.4% |
| 1Y | -48.1% | +44.5% | -92.5% | -60.0% |
| 3Y | +52.6% | -4.3% | +57.0% | +12.2% |
| 5Y | -52.1% | -68.2% | +16.1% | -53.1% |
| All | -38.7% | -72.5% | +33.9% | -34.9% |
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