-5.3%
FSLY vs RRC
+378.6%
-383.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.0% | +5.7% |
| 7D | +11.2% | -1.7% | +12.9% | +11.5% |
| 30D | -18.2% | +3.6% | -21.8% | -18.7% |
| 3M | +21.9% | +8.8% | +13.1% | +20.1% |
| 6M | +4.0% | +0.8% | +3.2% | +3.6% |
| YTD | +123.1% | +19.0% | +104.1% | +116.5% |
| 1Y | +196.9% | +22.9% | +173.9% | +185.7% |
| 3Y | -1.3% | +32.3% | -33.6% | -6.6% |
| 5Y | -50.2% | +151.6% | -201.8% | -56.8% |
| All | -5.3% | +378.6% | -383.9% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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