+208.0%
RDDT vs FSLY
+68.6%
+139.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | -0.4% | +7.5% | -7.9% | -1.3% |
| 30D | -0.5% | -21.1% | +20.5% | +2.0% |
| 3M | -9.8% | +21.8% | -31.6% | -12.6% |
| 6M | +15.8% | -0.1% | +15.9% | +11.4% |
| YTD | -32.4% | +123.1% | -155.5% | -42.7% |
| 1Y | -40.0% | +208.6% | -248.6% | -54.0% |
| All | +208.0% | +68.6% | +139.4% | +112.5% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling