-35.9%
FSLY vs DOC
-5.6%
-30.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -26.9% | -0.2% | -26.6% | -26.8% |
| 7D | -40.0% | +6.2% | -46.2% | -41.4% |
| 30D | -39.7% | +6.5% | -46.2% | -41.3% |
| 3M | -40.9% | -6.2% | -34.7% | -39.7% |
| 6M | -52.5% | +25.6% | -78.1% | -57.5% |
| YTD | +51.1% | +32.1% | +19.0% | +30.0% |
| 1Y | +90.6% | +20.3% | +70.3% | +71.1% |
| 3Y | -12.4% | +42.7% | -55.2% | -28.8% |
| 5Y | -69.1% | -22.2% | -47.0% | -67.7% |
| All | -35.9% | -5.6% | -30.3% | -24.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling