+142.1%
RSP vs FSLY
-19.7%
+161.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.3% | -5.5% | +0.4% |
| 7D | -0.3% | -17.9% | +17.6% | +0.8% |
| 30D | +4.4% | -34.7% | +39.1% | +6.9% |
| 3M | +1.3% | -40.0% | +41.3% | +3.7% |
| 6M | +10.0% | -11.8% | +21.8% | +9.0% |
| YTD | +17.6% | +69.5% | -51.9% | +7.0% |
| 1Y | +19.2% | +44.0% | -24.7% | +9.8% |
| 3Y | +66.0% | +5.2% | +60.8% | +49.3% |
| 5Y | +50.4% | -65.6% | +116.0% | +38.0% |
| All | +142.1% | -19.7% | +161.8% | +74.7% |
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