-57.6%
FSLY vs RPRX
+57.8%
-115.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +11.2% | -4.0% | +15.2% | +13.8% |
| 30D | -18.2% | +4.9% | -23.1% | -21.4% |
| 3M | +21.9% | +9.4% | +12.5% | +13.8% |
| 6M | +4.0% | +33.3% | -29.3% | -15.3% |
| YTD | +123.1% | +59.0% | +64.1% | +62.5% |
| 1Y | +196.9% | +69.2% | +127.6% | +104.9% |
| 3Y | -1.3% | +124.1% | -125.3% | -47.0% |
| 5Y | -50.2% | +77.9% | -128.1% | -66.0% |
| All | -57.6% | +57.8% | -115.4% | -69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling