-32.3%
FSLY vs RCAT
-49.9%
+17.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.4% | +8.1% | +1.8% |
| 7D | -22.9% | -5.6% | -17.3% | -22.8% |
| 30D | -44.6% | -27.0% | -17.5% | -44.0% |
| 3M | -41.5% | -57.9% | +16.4% | -40.0% |
| 6M | -20.8% | -59.4% | +38.6% | -19.0% |
| YTD | +59.5% | -46.9% | +106.4% | +61.8% |
| 1Y | +36.1% | -54.0% | +90.2% | +38.4% |
| 3Y | -1.0% | +378.4% | -379.4% | -3.4% |
| 5Y | -66.9% | +61.9% | -128.9% | -67.7% |
| All | -32.3% | -49.9% | +17.6% | -24.7% |
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