-33.4%
FSLY vs RY
+241.9%
-275.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | -0.3% |
| 7D | -22.4% | -0.2% | -22.2% | -21.8% |
| 30D | -45.5% | +7.1% | -52.5% | -47.7% |
| 3M | -30.4% | -2.7% | -27.7% | -28.6% |
| 6M | -22.1% | +13.8% | -35.9% | -28.7% |
| YTD | +57.0% | +22.1% | +34.9% | +35.3% |
| 1Y | +38.2% | +43.1% | -4.8% | +5.4% |
| 3Y | -2.5% | +163.6% | -166.1% | -53.0% |
| 5Y | -68.8% | +126.2% | -195.1% | -82.8% |
| All | -33.4% | +241.9% | -275.3% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling