-4.3%
FSLY vs RY
+155.6%
-159.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.3% | +3.9% |
| 7D | -31.4% | -0.9% | -30.5% | -30.5% |
| 30D | -37.3% | +5.9% | -43.2% | -38.7% |
| 3M | -30.1% | -4.3% | -25.8% | -27.6% |
| 6M | -49.8% | +12.1% | -61.9% | -52.5% |
| YTD | +55.7% | +20.3% | +35.4% | +39.0% |
| 1Y | +44.5% | +41.0% | +3.5% | +12.5% |
| 3Y | -4.3% | +157.5% | -161.9% | -43.6% |
| All | -4.3% | +155.6% | -159.9% | -43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling