-51.1%
DOCS vs FSLY
-69.4%
+18.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -26.9% | +22.6% | +0.4% |
| 7D | -1.3% | -40.0% | +38.7% | +6.9% |
| 30D | +19.4% | -39.7% | +59.1% | +28.4% |
| 3M | +53.4% | -40.9% | +94.3% | +62.5% |
| 6M | +28.8% | -52.5% | +81.2% | +37.8% |
| YTD | -25.1% | +51.1% | -76.1% | -42.1% |
| 1Y | -48.1% | +90.6% | -138.7% | -63.2% |
| 3Y | +51.4% | -12.4% | +63.8% | +16.3% |
| 5Y | -51.1% | -69.1% | +18.0% | -50.7% |
| All | -51.1% | -69.4% | +18.3% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling