-30.7%
FSLY vs RL
+289.6%
-320.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.2% | -2.8% |
| 7D | +4.9% | +2.6% | +2.3% | +3.5% |
| 30D | -33.5% | +2.9% | -36.5% | -33.8% |
| 3M | -44.6% | 0.0% | -44.6% | -44.5% |
| 6M | -9.2% | +17.1% | -26.3% | -17.2% |
| YTD | +63.3% | +10.1% | +53.1% | +55.6% |
| 1Y | +45.3% | +17.3% | +28.0% | +34.2% |
| 3Y | +3.7% | +249.3% | -245.6% | -42.3% |
| 5Y | -67.2% | +240.9% | -308.1% | -81.7% |
| All | -30.7% | +289.6% | -320.3% | -59.0% |
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