-69.7%
FSLY vs RL
+226.8%
-296.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.4% | +4.1% |
| 7D | -31.4% | -4.2% | -27.3% | -28.3% |
| 30D | -37.3% | +4.3% | -41.6% | -38.3% |
| 3M | -30.1% | -4.6% | -25.5% | -27.2% |
| 6M | -49.8% | +1.7% | -51.5% | -50.9% |
| YTD | +55.7% | +7.3% | +48.3% | +44.9% |
| 1Y | +44.5% | +20.8% | +23.7% | +21.9% |
| 3Y | -4.3% | +247.0% | -251.3% | -71.9% |
| All | -69.7% | +226.8% | -296.6% | -91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling