+103.7%
RIO vs FSLY
-52.1%
+155.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.8% | +0.3% |
| 7D | +1.9% | +3.5% | -1.5% | +1.7% |
| 30D | +5.0% | -6.4% | +11.4% | +5.0% |
| 3M | +5.1% | +10.9% | -5.8% | +3.8% |
| 6M | +17.6% | +6.7% | +10.9% | +14.6% |
| YTD | +36.3% | +111.1% | -74.8% | +25.1% |
| 1Y | +71.2% | +185.8% | -114.6% | +52.0% |
| 3Y | +102.7% | -6.6% | +109.3% | +88.6% |
| All | +103.7% | -52.1% | +155.8% | +86.2% |
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