-33.4%
FSLY vs RCAT
-46.4%
+13.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.4% | -10.6% | +0.5% |
| 7D | -22.4% | +1.1% | -23.6% | -22.4% |
| 30D | -45.5% | -22.0% | -23.5% | -45.0% |
| 3M | -30.4% | -51.1% | +20.7% | -28.9% |
| 6M | -22.1% | -56.6% | +34.5% | -20.4% |
| YTD | +57.0% | -43.3% | +100.2% | +58.9% |
| 1Y | +38.2% | -51.5% | +89.7% | +40.3% |
| 3Y | -2.5% | +411.4% | -413.9% | -5.1% |
| 5Y | -68.8% | +74.4% | -143.3% | -69.6% |
| All | -33.4% | -46.4% | +13.0% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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