-69.0%
FSLY vs RPRX
+81.2%
-150.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.2% | -3.8% |
| 7D | +4.9% | +3.3% | +1.5% | +2.8% |
| 30D | -33.5% | +17.9% | -51.4% | -40.2% |
| 3M | -44.6% | +19.2% | -63.9% | -51.2% |
| 6M | -9.2% | +31.7% | -40.9% | -25.9% |
| YTD | +63.3% | +82.5% | -19.2% | +8.2% |
| 1Y | +45.3% | +78.4% | -33.2% | -2.6% |
| 3Y | +3.7% | +177.0% | -173.2% | -52.3% |
| 5Y | -67.2% | +86.5% | -153.6% | -78.3% |
| All | -69.0% | +81.2% | -150.2% | -79.3% |
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