+55.8%
DOCS vs FSLY
-12.6%
+68.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -26.9% | +22.6% | -2.8% |
| 7D | -1.3% | -40.0% | +38.7% | +1.1% |
| 30D | +19.4% | -39.7% | +59.1% | +22.2% |
| 3M | +53.4% | -40.9% | +94.3% | +56.5% |
| 6M | +28.8% | -52.5% | +81.2% | +31.7% |
| YTD | -25.1% | +51.1% | -76.1% | -28.5% |
| 1Y | -48.1% | +90.6% | -138.7% | -51.8% |
| All | +55.8% | -12.6% | +68.3% | +43.9% |
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 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