+164.3%
FSLY vs RPRX
+85.8%
+78.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.4% |
| 7D | -22.2% | +4.2% | -26.4% | -22.7% |
| 30D | -19.1% | +19.2% | -38.4% | -22.1% |
| 3M | -15.7% | +18.0% | -33.7% | -19.8% |
| 6M | -23.5% | +35.7% | -59.2% | -35.0% |
| YTD | +106.6% | +77.2% | +29.4% | +58.8% |
| 1Y | +164.3% | +82.0% | +82.3% | +102.1% |
| All | +164.3% | +85.8% | +78.4% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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