+660.7%
RMBS vs FSLY
+5.6%
+655.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +1.2% | +7.5% | -6.3% | 0.0% |
| 30D | -11.5% | -21.1% | +9.6% | -8.5% |
| 3M | -38.2% | +21.8% | -60.0% | -40.7% |
| 6M | -4.8% | -0.1% | -4.6% | -9.1% |
| YTD | -7.1% | +123.1% | -130.2% | -24.9% |
| 1Y | +10.7% | +208.6% | -197.9% | -16.5% |
| 3Y | +54.5% | -1.3% | +55.7% | +30.4% |
| 5Y | +261.7% | -48.4% | +310.0% | +200.7% |
| All | +660.7% | +5.6% | +655.1% | +397.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling