-33.4%
FSLY vs RL
+301.9%
-335.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -5.0% | -1.9% |
| 7D | -22.4% | +0.2% | -22.7% | -21.8% |
| 30D | -45.5% | +7.3% | -52.8% | -46.8% |
| 3M | -30.4% | +1.0% | -31.4% | -30.5% |
| 6M | -22.1% | +11.8% | -33.9% | -27.2% |
| YTD | +57.0% | +13.6% | +43.4% | +47.5% |
| 1Y | +38.2% | +24.0% | +14.2% | +24.5% |
| 3Y | -2.5% | +256.6% | -259.1% | -46.3% |
| 5Y | -68.8% | +240.2% | -309.1% | -82.8% |
| All | -33.4% | +301.9% | -335.3% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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