+427.5%
RIOT vs FSLY
+7.7%
+419.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +1.8% |
| 7D | -1.5% | +12.5% | -14.0% | -5.4% |
| 30D | +5.7% | -18.8% | +24.5% | +11.8% |
| 3M | -17.9% | +22.7% | -40.5% | -26.5% |
| 6M | +45.0% | -3.7% | +48.7% | +26.6% |
| YTD | +69.5% | +127.5% | -58.0% | -5.5% |
| 1Y | +37.2% | +193.5% | -156.3% | -35.3% |
| 3Y | +111.7% | -1.3% | +113.1% | +35.8% |
| 5Y | -27.5% | -47.3% | +19.8% | -47.7% |
| All | +427.5% | +7.7% | +419.8% | +181.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling