-38.0%
DOCS vs FSLY
-72.3%
+34.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | 0.0% | -22.4% | +22.4% | +4.0% |
| 30D | +7.8% | -45.5% | +53.2% | +18.6% |
| 3M | +20.0% | -30.4% | +50.4% | +23.5% |
| 6M | +26.5% | -22.1% | +48.6% | +26.2% |
| YTD | -25.8% | +57.0% | -82.7% | -43.8% |
| 1Y | -39.5% | +38.2% | -77.7% | -52.6% |
| 3Y | +60.3% | -2.5% | +62.8% | +17.2% |
| 5Y | -57.0% | -68.8% | +11.8% | -57.4% |
| All | -38.0% | -72.3% | +34.3% | -34.3% |
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