+11.1%
RDW vs FSLY
+161.0%
-149.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.8% | -4.9% |
| 7D | -14.3% | -22.2% | +7.9% | -13.6% |
| 30D | -26.0% | -19.1% | -6.9% | -25.5% |
| 3M | -27.4% | -15.7% | -11.7% | -27.0% |
| 6M | -10.6% | -23.5% | +12.8% | -10.8% |
| YTD | +1.6% | +106.6% | -105.1% | +19.6% |
| 1Y | +11.1% | +164.3% | -153.2% | +46.8% |
| All | +11.1% | +161.0% | -149.9% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling