+46.2%
RBRK vs FSLY
+93.2%
-47.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -26.9% | +15.7% | -7.4% |
| 7D | -20.9% | -40.0% | +19.1% | -15.6% |
| 30D | -15.9% | -39.7% | +23.8% | -10.5% |
| 3M | +24.7% | -40.9% | +65.6% | +32.3% |
| 6M | +85.1% | -52.5% | +137.6% | +95.6% |
| YTD | +38.3% | +51.1% | -12.8% | +44.0% |
| 1Y | +46.2% | +90.6% | -44.4% | +48.1% |
| All | +46.2% | +93.2% | -47.1% | +48.1% |
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