-12.3%
FSLY vs DOCU
+48.5%
-60.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.3% |
| 7D | -22.2% | -3.7% | -18.5% | -20.4% |
| 30D | -19.1% | +15.0% | -34.1% | -26.1% |
| 3M | -15.7% | +39.9% | -55.6% | -32.1% |
| 6M | -23.5% | +66.2% | -89.6% | -46.1% |
| YTD | +106.6% | +17.7% | +88.9% | +78.4% |
| 1Y | +164.3% | +13.7% | +150.6% | +132.1% |
| 3Y | +19.8% | +95.9% | -76.1% | -33.2% |
| 5Y | -61.3% | -71.7% | +10.3% | -40.5% |
| All | -12.3% | +48.5% | -60.8% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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