-10.4%
FSLY vs RSG
+191.1%
-201.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.5% |
| 7D | +3.5% | -0.7% | +4.2% | +3.6% |
| 30D | -6.4% | +3.3% | -9.7% | -7.1% |
| 3M | +10.9% | +8.5% | +2.4% | +8.7% |
| 6M | +6.7% | -3.5% | +10.2% | +7.4% |
| YTD | +111.1% | +5.5% | +105.6% | +105.4% |
| 1Y | +185.8% | -1.7% | +187.5% | +184.8% |
| 3Y | -6.6% | +56.9% | -63.5% | -24.6% |
| 5Y | -52.4% | +89.4% | -141.8% | -65.3% |
| All | -10.4% | +191.1% | -201.6% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling