-52.4%
FSLY vs RRC
+153.5%
-205.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.6% | +4.4% |
| 7D | +3.5% | -1.2% | +4.7% | +3.8% |
| 30D | -6.4% | +9.4% | -15.8% | -8.6% |
| 3M | +10.9% | +7.4% | +3.5% | +8.5% |
| 6M | +6.7% | +1.5% | +5.2% | +5.6% |
| YTD | +111.1% | +19.4% | +91.7% | +100.3% |
| 1Y | +185.8% | +24.2% | +161.5% | +166.6% |
| 3Y | -6.6% | +32.8% | -39.4% | -15.2% |
| 5Y | -52.4% | +152.9% | -205.3% | -57.5% |
| All | -52.4% | +153.5% | -205.9% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling