-50.3%
DOCS vs FSLY
-64.3%
+14.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -2.3% |
| 7D | -1.4% | -10.6% | +9.2% | +0.6% |
| 30D | +21.8% | -20.9% | +42.7% | +25.5% |
| 3M | +27.3% | +3.4% | +23.9% | +23.6% |
| 6M | -0.3% | +2.7% | -3.1% | -9.0% |
| YTD | -40.5% | +102.3% | -142.8% | -56.0% |
| 1Y | -61.5% | +182.1% | -243.6% | -74.9% |
| 3Y | +8.2% | -14.6% | +22.7% | -10.8% |
| 5Y | -73.4% | -55.9% | -17.5% | -75.5% |
| All | -50.3% | -64.3% | +14.0% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling