+185.8%
FSLY vs RL
+11.4%
+174.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.5% | +4.9% |
| 7D | +3.5% | +1.9% | +1.6% | +2.5% |
| 30D | -6.4% | -12.2% | +5.8% | -0.3% |
| 3M | +10.9% | -6.6% | +17.5% | +12.5% |
| 6M | +6.7% | +3.2% | +3.5% | +5.3% |
| YTD | +111.1% | -1.3% | +112.4% | +111.9% |
| 1Y | +185.8% | +13.6% | +172.2% | +166.0% |
| All | +185.8% | +11.4% | +174.4% | +166.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling