-52.9%
FSLY vs RPRX
+77.0%
-129.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -5.3% | +9.6% | +7.8% |
| 7D | +3.5% | -2.8% | +6.2% | +5.0% |
| 30D | -6.4% | +7.2% | -13.6% | -11.3% |
| 3M | +10.9% | +10.9% | 0.0% | +2.2% |
| 6M | +6.7% | +34.6% | -27.9% | -14.4% |
| YTD | +111.1% | +59.0% | +52.1% | +52.0% |
| 1Y | +185.8% | +72.5% | +113.2% | +91.7% |
| 3Y | -6.6% | +124.1% | -130.7% | -51.8% |
| All | -52.9% | +77.0% | -129.9% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling