-33.9%
FSLY vs RBA
+219.7%
-253.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.5% |
| 7D | -31.4% | +4.3% | -35.7% | -32.4% |
| 30D | -37.3% | +16.3% | -53.6% | -40.4% |
| 3M | -30.1% | +1.3% | -31.4% | -30.8% |
| 6M | -49.8% | -11.1% | -38.7% | -48.5% |
| YTD | +55.7% | -8.5% | +64.2% | +52.5% |
| 1Y | +44.5% | -2.1% | +46.6% | +37.1% |
| 3Y | -4.3% | +44.6% | -48.9% | -25.5% |
| 5Y | -68.2% | +36.8% | -105.0% | -75.4% |
| All | -33.9% | +219.7% | -253.6% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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