-11.0%
RMBS vs FSLY
+41.1%
-52.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -2.8% |
| 7D | +10.3% | +4.9% | +5.5% | +9.7% |
| 30D | -10.7% | -33.5% | +22.8% | -6.9% |
| 3M | -17.2% | -44.6% | +27.4% | -12.9% |
| 6M | -39.0% | -9.2% | -29.8% | -38.2% |
| YTD | -10.5% | +63.3% | -73.8% | -8.2% |
| 1Y | -11.0% | +45.3% | -56.3% | -6.2% |
| All | -11.0% | +41.1% | -52.1% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling