+134.9%
RSP vs FSLY
-26.3%
+161.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.4% | -0.6% |
| 7D | -1.0% | -31.4% | +30.4% | +1.2% |
| 30D | +2.6% | -37.3% | +39.9% | +5.2% |
| 3M | -0.8% | -30.1% | +29.3% | +0.4% |
| 6M | +6.3% | -49.8% | +56.1% | +8.8% |
| YTD | +14.1% | +55.7% | -41.6% | +4.4% |
| 1Y | +18.0% | +44.5% | -26.5% | +8.5% |
| 3Y | +61.0% | -4.3% | +65.4% | +45.7% |
| 5Y | +45.6% | -68.2% | +113.8% | +34.3% |
| All | +134.9% | -26.3% | +161.2% | +70.5% |
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