+55.9%
RSP vs FSLY
-11.3%
+67.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.4% |
| 7D | -0.8% | -10.6% | +9.9% | -0.3% |
| 30D | -0.3% | -20.9% | +20.6% | +0.4% |
| 3M | +4.3% | +3.4% | +0.9% | +3.7% |
| 6M | +8.8% | +2.7% | +6.1% | +6.9% |
| YTD | +15.3% | +102.3% | -87.0% | +8.5% |
| 1Y | +18.3% | +182.1% | -163.8% | +7.6% |
| All | +55.9% | -11.3% | +67.1% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling