+137.2%
RSP vs FSLY
-4.2%
+141.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.3% |
| 7D | -0.8% | -10.6% | +9.9% | 0.0% |
| 30D | -0.3% | -20.9% | +20.6% | +0.9% |
| 3M | +4.3% | +3.4% | +0.9% | +3.4% |
| 6M | +8.8% | +2.7% | +6.1% | +5.8% |
| YTD | +15.3% | +102.3% | -87.0% | +4.6% |
| 1Y | +18.3% | +182.1% | -163.8% | +3.3% |
| 3Y | +52.8% | -14.6% | +67.4% | +41.3% |
| 5Y | +51.7% | -55.9% | +107.6% | +37.8% |
| All | +137.2% | -4.2% | +141.5% | +70.7% |
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 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