-48.4%
FSLY vs RRX
+14.8%
-63.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +1.1% |
| 7D | +7.5% | -3.7% | +11.3% | +9.7% |
| 30D | -21.1% | -9.3% | -11.8% | -16.6% |
| 3M | +21.8% | -21.8% | +43.6% | +34.2% |
| 6M | -0.1% | -22.0% | +21.9% | +13.2% |
| YTD | +123.1% | +11.9% | +111.1% | +93.7% |
| 1Y | +208.6% | +11.6% | +197.0% | +164.8% |
| 3Y | -1.3% | +2.2% | -3.4% | -14.1% |
| 5Y | -48.4% | +14.9% | -63.2% | -57.5% |
| All | -48.4% | +14.8% | -63.1% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling