-22.2%
RKT vs FSLY
-77.1%
+54.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.7% |
| 7D | +2.1% | -10.6% | +12.7% | +3.9% |
| 30D | +1.4% | -20.9% | +22.3% | +4.5% |
| 3M | +6.3% | +3.4% | +2.9% | +4.5% |
| 6M | -15.5% | +2.7% | -18.2% | -20.3% |
| YTD | -27.4% | +102.3% | -129.6% | -41.7% |
| 1Y | -26.6% | +182.1% | -208.6% | -46.2% |
| 3Y | +41.2% | -14.6% | +55.8% | +22.9% |
| 5Y | -6.4% | -55.9% | +49.5% | -22.5% |
| All | -22.2% | -77.1% | +54.9% | -35.0% |
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