+134.8%
RSP vs FSLY
0.0%
+134.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -1.3% |
| 7D | -0.4% | +3.5% | -3.9% | -0.6% |
| 30D | -1.5% | -6.4% | +4.9% | -1.4% |
| 3M | +4.8% | +10.9% | -6.1% | +3.4% |
| 6M | +10.3% | +6.7% | +3.6% | +6.9% |
| YTD | +14.1% | +111.1% | -97.0% | +3.2% |
| 1Y | +17.0% | +185.8% | -168.8% | +2.1% |
| 3Y | +54.2% | -6.6% | +60.7% | +41.6% |
| 5Y | +51.5% | -52.4% | +103.9% | +36.9% |
| All | +134.8% | 0.0% | +134.8% | +68.4% |
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 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