-11.9%
FSLY vs RL
+214.6%
-226.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -3.7% |
| 7D | -10.6% | -0.8% | -9.8% | -10.2% |
| 30D | -20.9% | -7.8% | -13.1% | -17.5% |
| 3M | +3.4% | -4.0% | +7.4% | +4.0% |
| 6M | +2.7% | -1.9% | +4.6% | +2.8% |
| YTD | +102.3% | -0.2% | +102.4% | +99.8% |
| 1Y | +182.1% | +10.7% | +171.4% | +160.1% |
| All | -11.9% | +214.6% | -226.6% | -69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling