+134.2%
RBRK vs FSLY
+87.5%
+46.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -2.9% |
| 7D | -7.5% | +12.5% | -20.0% | -9.3% |
| 30D | -10.4% | -18.8% | +8.4% | -7.7% |
| 3M | +21.3% | +22.7% | -1.4% | +17.5% |
| 6M | +50.6% | -3.7% | +54.3% | +44.9% |
| YTD | +13.3% | +127.5% | -114.2% | -6.3% |
| 1Y | +11.2% | +193.5% | -182.3% | -16.0% |
| All | +134.2% | +87.5% | +46.7% | +66.8% |
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