+175.0%
RTX vs FSLY
-25.7%
+200.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.5% |
| 7D | -3.2% | -22.4% | +19.2% | -2.4% |
| 30D | +5.6% | -45.5% | +51.0% | +7.6% |
| 3M | -11.7% | -30.4% | +18.7% | -11.1% |
| 6M | +12.3% | -22.1% | +34.4% | +12.2% |
| YTD | +8.2% | +57.0% | -48.8% | +2.8% |
| 1Y | +12.6% | +38.2% | -25.7% | +7.4% |
| 3Y | +152.8% | -2.5% | +155.3% | +138.2% |
| 5Y | +140.2% | -68.8% | +209.1% | +128.1% |
| All | +175.0% | -25.7% | +200.6% | +110.0% |
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