+1.1%
FSLY vs RVMD
+636.2%
-635.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.6% |
| 7D | +11.2% | -0.7% | +11.9% | +11.4% |
| 30D | -18.2% | +0.3% | -18.5% | -18.4% |
| 3M | +21.9% | +38.9% | -17.0% | +8.6% |
| 6M | +4.0% | +108.1% | -104.1% | -21.6% |
| YTD | +123.1% | +160.7% | -37.7% | +49.1% |
| 1Y | +196.9% | +407.3% | -210.4% | +53.8% |
| 3Y | -1.3% | +546.6% | -547.8% | -57.7% |
| 5Y | -50.2% | +579.8% | -630.0% | -81.5% |
| All | +1.1% | +636.2% | -635.1% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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