+4.4%
RDW vs FSLY
-75.1%
+79.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +4.8% | +7.5% | -2.7% | +3.2% |
| 30D | -19.5% | -21.1% | +1.5% | -15.9% |
| 3M | -26.9% | +21.8% | -48.7% | -30.7% |
| 6M | +17.8% | -0.1% | +17.9% | +10.7% |
| YTD | +43.0% | +123.1% | -80.1% | +6.1% |
| 1Y | +32.1% | +208.6% | -176.5% | -14.7% |
| 3Y | +250.6% | -1.3% | +251.9% | +171.6% |
| 5Y | -6.6% | -48.4% | +41.7% | -31.4% |
| All | +4.4% | -75.1% | +79.5% | -21.4% |
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