+127.3%
RMD vs FSLY
-22.7%
+150.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.5% |
| 7D | +2.1% | +4.9% | -2.8% | +1.7% |
| 30D | +2.1% | -33.5% | +35.6% | +4.5% |
| 3M | +6.2% | -44.6% | +50.9% | +9.4% |
| 6M | +19.4% | -9.2% | +28.6% | +18.0% |
| YTD | +0.5% | +63.3% | -62.7% | -9.3% |
| 1Y | -3.9% | +45.3% | -49.2% | -12.5% |
| 3Y | +72.5% | +3.7% | +68.8% | +53.5% |
| 5Y | -1.5% | -67.2% | +65.6% | -7.9% |
| All | +127.3% | -22.7% | +150.0% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling