-32.3%
FSLY vs DOC
-4.2%
-28.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.0% |
| 7D | -22.9% | +4.3% | -27.3% | -24.1% |
| 30D | -44.6% | +9.2% | -53.7% | -46.6% |
| 3M | -41.5% | -0.8% | -40.6% | -41.6% |
| 6M | -20.8% | +7.1% | -27.9% | -23.6% |
| YTD | +59.5% | +34.0% | +25.5% | +36.6% |
| 1Y | +36.1% | +23.2% | +12.9% | +21.2% |
| 3Y | -1.0% | +53.6% | -54.6% | -22.2% |
| 5Y | -66.9% | -20.4% | -46.5% | -65.7% |
| All | -32.3% | -4.2% | -28.1% | -20.4% |
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 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