+125.7%
RMD vs FSLY
-19.7%
+145.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.3% | -4.4% | +1.5% |
| 7D | -0.8% | -17.9% | +17.1% | +0.2% |
| 30D | +1.7% | -34.7% | +36.4% | +4.1% |
| 3M | +6.4% | -40.0% | +46.4% | +9.0% |
| 6M | +20.7% | -11.8% | +32.6% | +19.6% |
| YTD | -0.2% | +69.5% | -69.7% | -10.2% |
| 1Y | -4.5% | +44.0% | -48.5% | -12.8% |
| 3Y | +70.5% | +5.2% | +65.3% | +51.7% |
| 5Y | -1.6% | -65.6% | +64.0% | -8.3% |
| All | +125.7% | -19.7% | +145.4% | +64.5% |
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 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