-12.3%
FSLY vs DOC
-5.4%
-6.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -1.3% |
| 7D | -22.2% | +8.7% | -30.9% | -24.7% |
| 30D | -19.1% | +7.6% | -26.8% | -21.7% |
| 3M | -15.7% | -5.3% | -10.4% | -14.4% |
| 6M | -23.5% | +27.6% | -51.1% | -32.0% |
| YTD | +106.6% | +32.4% | +74.2% | +77.6% |
| 1Y | +164.3% | +22.9% | +141.4% | +134.8% |
| 3Y | +19.8% | +43.1% | -23.3% | -2.8% |
| 5Y | -61.3% | -21.4% | -39.9% | -59.7% |
| All | -12.3% | -5.4% | -6.9% | +3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling