-55.6%
FSLY vs RY
+140.8%
-196.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -1.8% |
| 7D | -10.6% | +3.1% | -13.7% | -13.3% |
| 30D | -20.9% | -0.3% | -20.6% | -20.4% |
| 3M | +3.4% | +8.7% | -5.2% | -4.9% |
| 6M | +2.7% | +28.5% | -25.8% | -20.9% |
| YTD | +102.3% | +25.1% | +77.1% | +58.1% |
| 1Y | +182.1% | +46.3% | +135.8% | +83.8% |
| 3Y | -14.6% | +154.9% | -169.5% | -72.3% |
| All | -55.6% | +140.8% | -196.3% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling