-10.4%
FSLY vs TROW
+40.8%
-51.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.7% |
| 7D | +3.5% | +0.4% | +3.1% | +3.1% |
| 30D | -6.4% | -4.0% | -2.4% | -3.1% |
| 3M | +10.9% | +5.0% | +5.9% | +4.7% |
| 6M | +6.7% | +24.3% | -17.6% | -12.1% |
| YTD | +111.1% | +9.8% | +101.3% | +93.0% |
| 1Y | +185.8% | +6.4% | +179.3% | +167.6% |
| 3Y | -6.6% | +15.8% | -22.4% | -19.5% |
| 5Y | -52.4% | -37.3% | -15.1% | -34.1% |
| All | -10.4% | +40.8% | -51.2% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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