+185.8%
FSLY vs REPL
+136.7%
+49.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +4.4% |
| 7D | +3.5% | -5.7% | +9.2% | +3.7% |
| 30D | -6.4% | +22.5% | -28.9% | -7.0% |
| 3M | +10.9% | +64.7% | -53.8% | +7.5% |
| 6M | +6.7% | +83.0% | -76.3% | +3.1% |
| YTD | +111.1% | +52.0% | +59.1% | +104.8% |
| 1Y | +185.8% | +144.5% | +41.2% | +166.6% |
| All | +185.8% | +136.7% | +49.1% | +166.6% |
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