-22.2%
RMD vs FSLY
-54.2%
+32.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.4% | -7.6% | -3.4% |
| 7D | -4.5% | +3.5% | -7.9% | -4.6% |
| 30D | +4.6% | -6.4% | +11.0% | +4.7% |
| 3M | +14.8% | +10.9% | +3.9% | +13.7% |
| 6M | -12.1% | +6.7% | -18.8% | -14.3% |
| YTD | -7.5% | +111.1% | -118.6% | -15.0% |
| 1Y | -20.1% | +185.8% | -205.8% | -29.3% |
| 3Y | +53.9% | -6.6% | +60.4% | +44.7% |
| 5Y | -22.2% | -52.4% | +30.2% | -28.4% |
| All | -22.2% | -54.2% | +32.0% | -28.4% |
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