+164.3%
FSLY vs REPL
+125.1%
+39.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -22.2% | +28.8% | -51.0% | -22.9% |
| 30D | -19.1% | +57.3% | -76.5% | -20.5% |
| 3M | -15.7% | +73.6% | -89.3% | -17.4% |
| 6M | -23.5% | +582.8% | -606.3% | -29.8% |
| YTD | +106.6% | +112.9% | -6.2% | +124.7% |
| 1Y | +164.3% | +130.7% | +33.6% | +198.7% |
| All | +164.3% | +125.1% | +39.1% | +198.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling