-23.4%
RCL vs FSLY
+187.7%
-211.1%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.6% | -0.4% |
| 7D | -0.5% | +3.5% | -3.9% | -0.6% |
| 30D | -17.3% | -6.4% | -10.9% | -17.3% |
| 3M | -2.8% | +10.9% | -13.6% | -3.3% |
| 6M | -4.4% | +6.7% | -11.1% | -5.1% |
| YTD | -4.2% | +111.1% | -115.3% | -6.7% |
| 1Y | -23.4% | +185.8% | -209.1% | -26.5% |
| All | -23.4% | +187.7% | -211.1% | -26.5% |
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