+187.3%
RCL vs FSLY
-25.7%
+212.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.9% |
| 7D | +5.0% | -22.4% | +27.4% | +7.7% |
| 30D | +19.4% | -45.5% | +64.8% | +27.3% |
| 3M | +5.9% | -30.4% | +36.3% | +8.0% |
| 6M | +23.8% | -22.1% | +45.9% | +23.5% |
| YTD | +22.8% | +57.0% | -34.2% | +3.7% |
| 1Y | +34.3% | +38.2% | -4.0% | +15.3% |
| 3Y | +276.4% | -2.5% | +278.9% | +212.7% |
| 5Y | +281.6% | -68.8% | +350.4% | +218.8% |
| All | +187.3% | -25.7% | +212.9% | +81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling