+116.1%
RMD vs FSLY
-4.2%
+120.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.2% |
| 7D | -5.0% | -10.6% | +5.6% | -4.3% |
| 30D | +2.2% | -20.9% | +23.1% | +3.5% |
| 3M | +17.8% | +3.4% | +14.4% | +16.8% |
| 6M | -11.3% | +2.7% | -14.1% | -14.1% |
| YTD | -4.4% | +102.3% | -106.7% | -14.2% |
| 1Y | -15.7% | +182.1% | -197.8% | -27.6% |
| 3Y | +47.7% | -14.6% | +62.3% | +36.3% |
| 5Y | -19.2% | -55.9% | +36.7% | -25.7% |
| All | +116.1% | -4.2% | +120.3% | +57.0% |
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