+62.8%
DOCS vs FSLY
+19.6%
+43.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.4% |
| 7D | +1.2% | -22.2% | +23.4% | +2.5% |
| 30D | +21.3% | -19.1% | +40.4% | +22.4% |
| 3M | +58.4% | -15.7% | +74.1% | +58.8% |
| 6M | +39.3% | -23.5% | +62.8% | +39.0% |
| YTD | -21.7% | +106.6% | -128.3% | -26.4% |
| 1Y | -47.3% | +164.3% | -211.6% | -51.9% |
| All | +62.8% | +19.6% | +43.2% | +48.1% |
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