-34.5%
RBLX vs FSLY
-66.9%
+32.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.9% |
| 7D | +5.1% | +12.5% | -7.4% | +2.4% |
| 30D | +28.0% | -18.8% | +46.8% | +32.9% |
| 3M | +4.6% | +22.7% | -18.0% | -2.8% |
| 6M | -24.7% | -3.7% | -21.0% | -32.2% |
| YTD | -43.8% | +127.5% | -171.4% | -63.9% |
| 1Y | -65.8% | +193.5% | -259.3% | -80.7% |
| 3Y | +59.4% | -1.3% | +60.7% | +13.2% |
| 5Y | -48.2% | -47.3% | -0.9% | -63.1% |
| All | -34.5% | -66.9% | +32.4% | -45.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling