-83.9%
RIVN vs FSLY
-57.8%
-26.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.4% | -1.6% | +1.5% |
| 7D | +4.1% | +3.5% | +0.6% | +3.1% |
| 30D | +1.1% | -6.4% | +7.5% | +1.5% |
| 3M | -4.0% | +10.9% | -14.9% | -8.9% |
| 6M | +5.2% | +6.7% | -1.5% | -8.1% |
| YTD | -18.0% | +111.1% | -129.1% | -47.4% |
| 1Y | +15.6% | +185.8% | -170.2% | -37.6% |
| 3Y | -30.0% | -6.6% | -23.4% | -48.5% |
| All | -83.9% | -57.8% | -26.1% | -83.9% |
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