+190.3%
RDDT vs FSLY
+68.6%
+121.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.7% | -7.6% | -2.6% |
| 7D | -7.4% | +11.2% | -18.5% | -8.6% |
| 30D | -7.7% | -18.2% | +10.4% | -5.8% |
| 3M | -17.8% | +21.9% | -39.7% | -20.3% |
| 6M | +5.5% | +4.0% | +1.4% | +0.9% |
| YTD | -36.3% | +123.1% | -159.4% | -46.0% |
| 1Y | -39.0% | +196.9% | -235.9% | -52.8% |
| All | +190.3% | +68.6% | +121.7% | +100.4% |
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