-35.9%
RBLX vs FSLY
-67.6%
+31.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.3% | -1.9% |
| 7D | +8.0% | +11.2% | -3.1% | +5.5% |
| 30D | +20.2% | -18.2% | +38.3% | +24.5% |
| 3M | +3.5% | +21.9% | -18.4% | -3.7% |
| 6M | -28.9% | +4.0% | -33.0% | -37.5% |
| YTD | -45.1% | +123.1% | -168.1% | -64.5% |
| 1Y | -66.2% | +196.9% | -263.1% | -81.1% |
| 3Y | +53.5% | -1.3% | +54.7% | +8.3% |
| 5Y | -48.4% | -50.2% | +1.8% | -62.6% |
| All | -35.9% | -67.6% | +31.6% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling