-52.6%
RBLX vs FSLY
+161.0%
-213.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.5% |
| 7D | -7.5% | -22.2% | +14.7% | -7.8% |
| 30D | +10.6% | -19.1% | +29.7% | +10.4% |
| 3M | +33.3% | -15.7% | +49.0% | +33.6% |
| 6M | +3.7% | -23.5% | +27.1% | +4.3% |
| YTD | -39.1% | +106.6% | -145.8% | -34.7% |
| 1Y | -52.6% | +164.3% | -216.9% | -49.5% |
| All | -52.6% | +161.0% | -213.6% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 1y: compounded portfolio wealth divided by compounded FSLY 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…
1y analysis · Full analysis span regression · 6 months rolling