-55.6%
FSLY vs DOC
-24.5%
-31.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.6% |
| 7D | -10.6% | -1.5% | -9.2% | -10.0% |
| 30D | -20.9% | -4.8% | -16.1% | -19.1% |
| 3M | +3.4% | +6.9% | -3.5% | -0.7% |
| 6M | +2.7% | +20.7% | -18.0% | -9.4% |
| YTD | +102.3% | +34.1% | +68.1% | +63.4% |
| 1Y | +182.1% | +22.6% | +159.4% | +141.9% |
| 3Y | -14.6% | +20.8% | -35.4% | -29.0% |
| All | -55.6% | -24.5% | -31.1% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling