-10.4%
FSLY vs RRX
+144.7%
-155.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.8% | +4.1% |
| 7D | +3.5% | +4.3% | -0.8% | +1.3% |
| 30D | -6.4% | -8.0% | +1.6% | -2.5% |
| 3M | +10.9% | -22.0% | +32.9% | +21.5% |
| 6M | +6.7% | -11.9% | +18.6% | +13.0% |
| YTD | +111.1% | +17.1% | +94.0% | +85.5% |
| 1Y | +185.8% | +14.9% | +170.9% | +151.4% |
| 3Y | -6.6% | +6.9% | -13.4% | -18.1% |
| 5Y | -52.4% | +19.6% | -71.9% | -60.4% |
| All | -10.4% | +144.7% | -155.2% | -48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling