-6.6%
FSLY vs RPRX
+126.7%
-133.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -5.3% | +9.6% | +6.0% |
| 7D | +3.5% | -2.8% | +6.2% | +4.2% |
| 30D | -6.4% | +7.2% | -13.6% | -8.9% |
| 3M | +10.9% | +10.9% | 0.0% | +6.6% |
| 6M | +6.7% | +34.6% | -27.9% | -4.5% |
| YTD | +111.1% | +59.0% | +52.1% | +81.8% |
| 1Y | +185.8% | +72.5% | +113.2% | +139.8% |
| 3Y | -6.6% | +124.1% | -130.7% | -27.4% |
| All | -6.6% | +126.7% | -133.2% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling