+164.3%
FSLY vs DOC
+21.8%
+142.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | +1.4% |
| 7D | -22.2% | +8.7% | -30.9% | -18.6% |
| 30D | -19.1% | +7.6% | -26.8% | -15.7% |
| 3M | -15.7% | -5.3% | -10.4% | -17.4% |
| 6M | -23.5% | +27.6% | -51.1% | -9.1% |
| YTD | +106.6% | +32.4% | +74.2% | +150.5% |
| 1Y | +164.3% | +22.9% | +141.4% | +211.4% |
| All | +164.3% | +21.8% | +142.4% | +211.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling