-21.1%
RIG vs FSLY
-4.2%
-16.8%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -2.4% |
| 7D | +0.9% | -10.6% | +11.5% | +2.6% |
| 30D | +13.8% | -20.9% | +34.7% | +17.2% |
| 3M | -6.4% | +3.4% | -9.8% | -8.1% |
| 6M | -8.2% | +2.7% | -10.9% | -14.1% |
| YTD | +41.6% | +102.3% | -60.6% | +12.7% |
| 1Y | +88.7% | +182.1% | -93.3% | +37.9% |
| 3Y | -30.9% | -14.6% | -16.3% | -41.9% |
| 5Y | +57.7% | -55.9% | +113.6% | +34.2% |
| All | -21.1% | -4.2% | -16.8% | -55.5% |
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