+186.8%
RF vs FSLY
-4.2%
+191.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.1% |
| 7D | +1.3% | -10.6% | +11.9% | +2.2% |
| 30D | -3.6% | -20.9% | +17.3% | -2.1% |
| 3M | +8.1% | +3.4% | +4.7% | +7.0% |
| 6M | +11.5% | +2.7% | +8.7% | +7.7% |
| YTD | +15.6% | +102.3% | -86.7% | +2.4% |
| 1Y | +15.7% | +182.1% | -166.4% | -2.2% |
| 3Y | +86.9% | -14.6% | +101.5% | +69.9% |
| 5Y | +89.8% | -55.9% | +145.7% | +69.9% |
| All | +186.8% | -4.2% | +191.0% | +82.6% |
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