-61.6%
FSLY vs RPRX
+66.6%
-128.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | -10.6% | +5.1% | -15.7% | -13.6% |
| 30D | -20.9% | +11.2% | -32.1% | -26.4% |
| 3M | +3.4% | +16.7% | -13.3% | -7.5% |
| 6M | +2.7% | +36.0% | -33.2% | -17.2% |
| YTD | +102.3% | +67.8% | +34.5% | +42.7% |
| 1Y | +182.1% | +76.7% | +105.4% | +89.8% |
| 3Y | -14.6% | +128.1% | -142.7% | -54.2% |
| 5Y | -55.9% | +82.9% | -138.8% | -70.4% |
| All | -61.6% | +66.6% | -128.2% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling