-33.4%
FSLY vs RRC
+461.5%
-494.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | -22.4% | -10.3% | -12.1% | -20.9% |
| 30D | -45.5% | +19.5% | -64.9% | -47.0% |
| 3M | -30.4% | +27.9% | -58.3% | -33.1% |
| 6M | -22.1% | +21.2% | -43.3% | -24.6% |
| YTD | +57.0% | +39.6% | +17.4% | +48.4% |
| 1Y | +38.2% | +31.3% | +7.0% | +31.7% |
| 3Y | -2.5% | +51.9% | -54.4% | -9.8% |
| 5Y | -68.8% | +110.2% | -179.0% | -72.7% |
| All | -33.4% | +461.5% | -494.8% | -56.8% |
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