+45.0%
FSLY vs RL
+18.2%
+26.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.7% | +7.0% |
| 7D | -17.9% | -4.4% | -13.6% | -15.1% |
| 30D | -34.7% | +5.6% | -40.3% | -35.0% |
| 3M | -40.0% | -0.6% | -39.4% | -38.4% |
| 6M | -11.8% | +15.5% | -27.3% | -19.2% |
| YTD | +69.5% | +12.3% | +57.2% | +62.4% |
| All | +45.0% | +18.2% | +26.8% | +36.2% |
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