-20.4%
RMD vs FSLY
+205.2%
-225.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -0.4% |
| 7D | -4.7% | +11.2% | -15.9% | -4.5% |
| 30D | +0.2% | -18.2% | +18.4% | -0.2% |
| 3M | +12.0% | +21.9% | -9.9% | +13.0% |
| 6M | -12.5% | +4.0% | -16.6% | -11.1% |
| YTD | -7.9% | +123.1% | -131.0% | -2.5% |
| 1Y | -20.4% | +196.9% | -217.2% | -18.2% |
| All | -20.4% | +205.2% | -225.6% | -18.2% |
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