+65.3%
RIG vs FSLY
-50.4%
+115.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -4.2% | +7.5% | -11.7% | -5.2% |
| 30D | -0.7% | -21.1% | +20.4% | +2.3% |
| 3M | -4.0% | +21.8% | -25.8% | -7.9% |
| 6M | -6.3% | -0.1% | -6.2% | -11.5% |
| YTD | +39.7% | +123.1% | -83.4% | +11.2% |
| 1Y | +78.1% | +208.6% | -130.5% | +30.2% |
| 3Y | -29.5% | -1.3% | -28.2% | -41.8% |
| 5Y | +65.3% | -48.4% | +113.7% | +44.2% |
| All | +65.3% | -50.4% | +115.8% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling