-14.2%
FSLY vs RVTY
+52.7%
-66.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.3% |
| 7D | -10.6% | +1.1% | -11.7% | -11.2% |
| 30D | -20.9% | +13.2% | -34.1% | -26.6% |
| 3M | +3.4% | +27.2% | -23.8% | -11.6% |
| 6M | +2.7% | +32.4% | -29.7% | -15.5% |
| YTD | +102.3% | +34.9% | +67.4% | +59.4% |
| 1Y | +182.1% | +52.4% | +129.7% | +101.8% |
| 3Y | -14.6% | +12.3% | -26.8% | -26.9% |
| 5Y | -55.9% | -30.8% | -25.1% | -46.9% |
| All | -14.2% | +52.7% | -66.9% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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