+152.8%
RTX vs FSLY
-6.2%
+159.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.6% |
| 7D | -3.2% | -22.4% | +19.2% | -2.7% |
| 30D | +5.6% | -45.5% | +51.0% | +6.8% |
| 3M | -11.7% | -30.4% | +18.7% | -11.4% |
| 6M | +12.3% | -22.1% | +34.4% | +12.3% |
| YTD | +8.2% | +57.0% | -48.8% | +3.7% |
| 1Y | +12.6% | +38.2% | -25.7% | +8.3% |
| 3Y | +152.8% | -2.5% | +155.3% | +134.8% |
| All | +152.8% | -6.2% | +159.1% | +134.8% |
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