-3.5%
FSLY vs RSG
+192.6%
-196.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | +12.5% | 0.0% | +12.5% | +12.5% |
| 30D | -18.8% | +4.0% | -22.8% | -19.5% |
| 3M | +22.7% | +7.4% | +15.3% | +20.6% |
| 6M | -3.7% | +0.1% | -3.8% | -4.0% |
| YTD | +127.5% | +6.0% | +121.5% | +121.2% |
| 1Y | +193.5% | -3.0% | +196.5% | +194.2% |
| 3Y | -1.3% | +56.5% | -57.8% | -20.2% |
| 5Y | -47.3% | +90.9% | -138.3% | -61.7% |
| All | -3.5% | +192.6% | -196.1% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling