-14.2%
FSLY vs RCAT
-0.4%
-13.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.5% |
| 7D | -10.6% | -1.4% | -9.2% | -10.6% |
| 30D | -20.9% | -3.3% | -17.6% | -20.8% |
| 3M | +3.4% | -43.2% | +46.6% | +4.9% |
| 6M | +2.7% | -43.2% | +45.9% | +3.9% |
| YTD | +102.3% | +5.5% | +96.7% | +101.2% |
| 1Y | +182.1% | -1.6% | +183.7% | +179.9% |
| 3Y | -14.6% | +773.7% | -788.3% | -18.3% |
| 5Y | -55.9% | +187.6% | -243.5% | -57.7% |
| All | -14.2% | -0.4% | -13.8% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling