+557.5%
RKLB vs FSLY
-79.1%
+636.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | +39.3% | +11.8% | +27.5% | +35.6% |
| 30D | -0.2% | -36.5% | +36.3% | +11.5% |
| 3M | -21.1% | -39.7% | +18.7% | -12.4% |
| 6M | -45.5% | -9.7% | -35.8% | -46.4% |
| YTD | -8.2% | +68.9% | -77.0% | -34.1% |
| 1Y | +28.2% | +44.5% | -16.2% | -3.4% |
| 3Y | +1,366.1% | +4.8% | +1,361.3% | +925.5% |
| 5Y | +345.9% | -66.0% | +411.9% | +244.7% |
| All | +557.5% | -79.1% | +636.6% | +433.1% |
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 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