-23.5%
RIG vs FSLY
+7.7%
-31.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.1% |
| 7D | -3.1% | +12.5% | -15.6% | -5.0% |
| 30D | -0.5% | -18.8% | +18.3% | +2.2% |
| 3M | -6.0% | +22.7% | -28.6% | -10.3% |
| 6M | -10.1% | -3.7% | -6.4% | -14.9% |
| YTD | +37.3% | +127.5% | -90.2% | +7.1% |
| 1Y | +73.9% | +193.5% | -119.6% | +26.6% |
| 3Y | -30.2% | -1.3% | -28.9% | -42.8% |
| 5Y | +62.5% | -47.3% | +109.8% | +34.0% |
| All | -23.5% | +7.7% | -31.2% | -57.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling