-2.5%
FSLY vs RRC
+51.7%
-54.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.7% |
| 7D | -22.4% | -10.3% | -12.1% | -19.5% |
| 30D | -45.5% | +19.5% | -64.9% | -48.1% |
| 3M | -30.4% | +27.9% | -58.3% | -35.3% |
| 6M | -22.1% | +21.2% | -43.3% | -26.8% |
| YTD | +57.0% | +39.6% | +17.4% | +40.2% |
| 1Y | +38.2% | +31.3% | +7.0% | +25.3% |
| 3Y | -2.5% | +51.9% | -54.4% | -4.8% |
| All | -2.5% | +51.7% | -54.2% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling