+54.2%
RGTI vs FSLY
-65.9%
+120.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.2% |
| 7D | +0.5% | +12.5% | -12.0% | -2.8% |
| 30D | -17.1% | -18.8% | +1.7% | -12.4% |
| 3M | -26.0% | +22.7% | -48.7% | -30.8% |
| 6M | -9.9% | -3.7% | -6.2% | -16.1% |
| YTD | -31.1% | +127.5% | -158.6% | -54.9% |
| 1Y | -8.5% | +193.5% | -202.0% | -47.8% |
| 3Y | +652.2% | -1.3% | +653.5% | +447.6% |
| 5Y | +56.8% | -47.3% | +104.1% | -4.9% |
| All | +54.2% | -65.9% | +120.1% | -6.7% |
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