-27.1%
RKT vs FSLY
-74.2%
+47.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.4% |
| 7D | -6.3% | +12.5% | -18.7% | -8.1% |
| 30D | -6.2% | -18.8% | +12.6% | -3.5% |
| 3M | -1.9% | +22.7% | -24.5% | -6.0% |
| 6M | -13.0% | -3.7% | -9.3% | -17.0% |
| YTD | -31.9% | +127.5% | -159.4% | -46.4% |
| 1Y | -37.6% | +193.5% | -231.1% | -54.3% |
| 3Y | +36.8% | -1.3% | +38.1% | +16.0% |
| 5Y | -9.7% | -47.3% | +37.6% | -27.3% |
| All | -27.1% | -74.2% | +47.1% | -40.3% |
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