-14.2%
FSLY vs RBA
+185.6%
-199.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -10.6% | -2.9% | -7.7% | -9.8% |
| 30D | -20.9% | -12.3% | -8.6% | -17.7% |
| 3M | +3.4% | -20.5% | +23.9% | +9.8% |
| 6M | +2.7% | -18.5% | +21.3% | +8.3% |
| YTD | +102.3% | -18.2% | +120.5% | +106.0% |
| 1Y | +182.1% | -27.5% | +209.6% | +203.2% |
| 3Y | -14.6% | +38.1% | -52.6% | -32.8% |
| 5Y | -55.9% | +44.8% | -100.7% | -67.0% |
| All | -14.2% | +185.6% | -199.8% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling