+185.7%
RCL vs FSLY
-19.7%
+205.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.3% | -7.7% | -2.1% |
| 7D | +0.6% | -17.9% | +18.6% | +2.5% |
| 30D | +19.4% | -34.7% | +54.1% | +24.6% |
| 3M | +9.8% | -40.0% | +49.8% | +14.5% |
| 6M | +28.6% | -11.8% | +40.5% | +26.3% |
| YTD | +22.2% | +69.5% | -47.4% | +2.1% |
| 1Y | +29.7% | +44.0% | -14.2% | +11.0% |
| 3Y | +265.3% | +5.2% | +260.1% | +200.5% |
| 5Y | +301.8% | -65.6% | +367.3% | +232.0% |
| All | +185.7% | -19.7% | +205.4% | +78.6% |
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