-14.2%
FSLY vs RRC
+381.6%
-395.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.4% |
| 7D | -10.6% | +1.3% | -11.9% | -10.9% |
| 30D | -20.9% | +10.1% | -31.0% | -22.1% |
| 3M | +3.4% | +4.0% | -0.6% | +2.6% |
| 6M | +2.7% | +1.6% | +1.2% | +2.2% |
| YTD | +102.3% | +19.7% | +82.6% | +96.1% |
| 1Y | +182.1% | +21.4% | +160.6% | +171.9% |
| 3Y | -14.6% | +29.7% | -44.2% | -19.0% |
| 5Y | -55.9% | +153.9% | -209.8% | -61.8% |
| All | -14.2% | +381.6% | -395.7% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling