+274.2%
RCL vs FSLY
-9.9%
+284.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +1.2% |
| 7D | +6.5% | -31.4% | +37.9% | +9.0% |
| 30D | +15.9% | -37.3% | +53.2% | +19.0% |
| 3M | +2.7% | -30.1% | +32.8% | +3.8% |
| 6M | +15.2% | -49.8% | +65.0% | +18.2% |
| YTD | +19.2% | +55.7% | -36.5% | +7.1% |
| 1Y | +31.6% | +44.5% | -12.9% | +19.2% |
| 3Y | +274.2% | -4.3% | +278.5% | +211.1% |
| All | +274.2% | -9.9% | +284.1% | +211.1% |
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