-31.4%
RIVN vs FSLY
-0.4%
-31.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.9% | +7.5% | -6.6% | -0.2% |
| 30D | -1.9% | -21.1% | +19.2% | +1.2% |
| 3M | +8.7% | +21.8% | -13.0% | +4.4% |
| 6M | -3.0% | -0.1% | -2.8% | -8.0% |
| YTD | -18.6% | +123.1% | -141.7% | -33.7% |
| 1Y | +15.4% | +208.6% | -193.2% | -15.0% |
| All | -31.4% | -0.4% | -31.0% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling