+88.9%
RIO vs FSLY
-66.1%
+155.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | +0.1% | +11.8% | -11.6% | -0.5% |
| 30D | -10.5% | -36.5% | +26.0% | -8.4% |
| 3M | -15.9% | -39.7% | +23.8% | -14.1% |
| 6M | -22.3% | -9.7% | -12.6% | -22.9% |
| YTD | +9.3% | +68.9% | -59.5% | +1.1% |
| 1Y | +23.0% | +44.5% | -21.4% | +15.1% |
| 3Y | +52.1% | +4.8% | +47.2% | +38.7% |
| 5Y | +88.9% | -66.0% | +154.9% | +71.3% |
| All | +88.9% | -66.1% | +155.0% | +71.3% |
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 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