-25.2%
RIG vs FSLY
-22.7%
-2.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.3% | +7.5% | +4.7% |
| 7D | +5.7% | +4.9% | +0.9% | +4.9% |
| 30D | -0.7% | -33.5% | +32.8% | +5.0% |
| 3M | -3.1% | -44.6% | +41.5% | +3.7% |
| 6M | -16.3% | -9.2% | -7.1% | -18.2% |
| YTD | +34.1% | +63.3% | -29.1% | +8.1% |
| 1Y | +38.2% | +45.3% | -7.1% | +13.5% |
| 3Y | -15.3% | +3.7% | -19.0% | -32.7% |
| 5Y | +62.5% | -67.2% | +129.6% | +42.7% |
| All | -25.2% | -22.7% | -2.5% | -57.3% |
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