-55.6%
FSLY vs RL
+238.1%
-293.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -4.0% |
| 7D | -10.6% | -0.8% | -9.8% | -10.1% |
| 30D | -20.9% | -7.8% | -13.1% | -16.5% |
| 3M | +3.4% | -4.0% | +7.4% | +4.2% |
| 6M | +2.7% | -1.9% | +4.6% | +2.2% |
| YTD | +102.3% | -0.2% | +102.4% | +97.9% |
| 1Y | +182.1% | +10.7% | +171.4% | +152.6% |
| 3Y | -14.6% | +210.8% | -225.3% | -70.9% |
| All | -55.6% | +238.1% | -293.7% | -85.5% |
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