+120.1%
RCL vs FSLY
+5.6%
+114.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.5% | -2.5% |
| 7D | -2.2% | +11.2% | -13.4% | -3.6% |
| 30D | -15.7% | -18.2% | +2.5% | -13.9% |
| 3M | -8.0% | +21.9% | -29.9% | -11.4% |
| 6M | -10.1% | +4.0% | -14.2% | -14.8% |
| YTD | -5.9% | +123.1% | -129.0% | -22.6% |
| 1Y | -23.5% | +196.9% | -220.4% | -40.7% |
| 3Y | +174.4% | -1.3% | +175.6% | +133.4% |
| 5Y | +227.1% | -50.2% | +277.4% | +163.6% |
| All | +120.1% | +5.6% | +114.5% | +35.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling