-29.7%
RIG vs FSLY
-0.4%
-29.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.5% | -1.6% |
| 7D | -8.2% | +11.2% | -19.4% | -9.4% |
| 30D | -0.2% | -18.2% | +18.0% | +1.9% |
| 3M | -2.7% | +21.9% | -24.6% | -6.0% |
| 6M | -7.5% | +4.0% | -11.5% | -12.3% |
| YTD | +38.3% | +123.1% | -84.8% | +14.4% |
| 1Y | +81.8% | +196.9% | -115.0% | +39.5% |
| All | -29.7% | -0.4% | -29.3% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling