-3.2%
FSLY vs RSG
+56.5%
-59.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | -0.3% |
| 7D | +7.5% | -1.8% | +9.3% | +6.5% |
| 30D | -21.1% | +2.8% | -23.9% | -19.8% |
| 3M | +21.8% | +4.3% | +17.5% | +25.2% |
| 6M | -0.1% | -0.5% | +0.4% | +2.8% |
| YTD | +123.1% | +5.2% | +117.9% | +129.8% |
| 1Y | +208.6% | -2.1% | +210.7% | +221.2% |
| All | -3.2% | +56.5% | -59.8% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling