+180.5%
RTX vs FSLY
-24.5%
+205.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +2.0% |
| 7D | -1.7% | -22.9% | +21.2% | -0.9% |
| 30D | +7.7% | -44.6% | +52.3% | +9.7% |
| 3M | -10.3% | -41.5% | +31.1% | -9.1% |
| 6M | +14.6% | -20.8% | +35.4% | +14.4% |
| YTD | +10.4% | +59.5% | -49.1% | +4.8% |
| 1Y | +13.5% | +36.1% | -22.6% | +8.4% |
| 3Y | +158.6% | -1.0% | +159.6% | +143.5% |
| 5Y | +147.3% | -66.9% | +214.2% | +134.3% |
| All | +180.5% | -24.5% | +205.0% | +114.1% |
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