-48.4%
FSLY vs RSG
+89.5%
-137.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +7.5% | -1.8% | +9.3% | +7.4% |
| 30D | -21.1% | +2.8% | -23.9% | -21.0% |
| 3M | +21.8% | +4.3% | +17.5% | +22.0% |
| 6M | -0.1% | -0.5% | +0.4% | +0.9% |
| YTD | +123.1% | +5.2% | +117.9% | +121.4% |
| 1Y | +208.6% | -2.1% | +210.7% | +212.8% |
| 3Y | -1.3% | +56.5% | -57.8% | -17.8% |
| 5Y | -48.4% | +89.5% | -137.9% | -64.7% |
| All | -48.4% | +89.5% | -137.9% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling