-3.2%
FSLY vs RRX
+3.6%
-6.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.2% | +6.8% |
| 7D | +11.2% | -0.7% | +11.9% | +11.4% |
| 30D | -18.2% | -8.0% | -10.2% | -15.1% |
| 3M | +21.9% | -25.1% | +47.0% | +34.2% |
| 6M | +4.0% | -18.3% | +22.3% | +13.2% |
| YTD | +123.1% | +14.2% | +108.9% | +99.3% |
| 1Y | +196.9% | +13.0% | +183.8% | +164.2% |
| All | -3.2% | +3.6% | -6.9% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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