+270.9%
RMBS vs FSLY
-49.3%
+320.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | -0.1% |
| 7D | +3.5% | +11.2% | -7.7% | +1.5% |
| 30D | -8.6% | -18.2% | +9.6% | -5.7% |
| 3M | -40.3% | +21.9% | -62.2% | -43.0% |
| 6M | -1.0% | +4.0% | -5.0% | -6.9% |
| YTD | -4.6% | +123.1% | -127.7% | -25.3% |
| 1Y | +17.6% | +196.9% | -179.3% | -14.9% |
| 3Y | +58.6% | -1.3% | +59.9% | +30.3% |
| 5Y | +270.9% | -50.2% | +321.1% | +175.5% |
| All | +270.9% | -49.3% | +320.3% | +175.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling