+8.9%
DOCS vs FSLY
-13.5%
+22.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -2.6% |
| 7D | -1.4% | -10.6% | +9.2% | -0.8% |
| 30D | +21.8% | -20.9% | +42.7% | +23.0% |
| 3M | +27.3% | +3.4% | +23.9% | +26.2% |
| 6M | -0.3% | +2.7% | -3.1% | -2.8% |
| YTD | -40.5% | +102.3% | -142.8% | -44.6% |
| 1Y | -61.5% | +182.1% | -243.6% | -65.8% |
| All | +8.9% | -13.5% | +22.4% | +7.5% |
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