+107.8%
RMD vs FSLY
+5.6%
+102.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -4.2% | +7.5% | -11.7% | -4.7% |
| 30D | -2.1% | -21.1% | +19.0% | -0.7% |
| 3M | +13.8% | +21.8% | -8.0% | +11.5% |
| 6M | -10.6% | -0.1% | -10.5% | -13.1% |
| YTD | -8.1% | +123.1% | -131.2% | -18.1% |
| 1Y | -18.0% | +208.6% | -226.5% | -30.0% |
| 3Y | +52.9% | -1.3% | +54.1% | +39.3% |
| 5Y | -22.3% | -48.4% | +26.1% | -29.5% |
| All | +107.8% | +5.6% | +102.1% | +49.9% |
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