+241.9%
RCL vs FSLY
+2.5%
+239.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.6% |
| 7D | -1.2% | +4.9% | -6.0% | -1.5% |
| 30D | +17.8% | -33.5% | +51.4% | +20.7% |
| 3M | +4.9% | -44.6% | +49.6% | +8.2% |
| 6M | +23.7% | -9.2% | +33.0% | +22.0% |
| YTD | +17.8% | +63.3% | -45.4% | +5.5% |
| 1Y | +28.9% | +45.3% | -16.4% | +17.1% |
| 3Y | +241.9% | +3.7% | +238.1% | +182.7% |
| All | +241.9% | +2.5% | +239.4% | +182.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling