+291.1%
ROIV vs FSLY
-81.5%
+372.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.5% |
| 7D | +13.3% | -22.4% | +35.7% | +16.0% |
| 30D | +14.8% | -45.5% | +60.2% | +21.6% |
| 3M | +11.9% | -30.4% | +42.3% | +14.2% |
| 6M | +42.4% | -22.1% | +64.5% | +42.6% |
| YTD | +87.4% | +57.0% | +30.4% | +62.1% |
| 1Y | +97.2% | +38.2% | +59.0% | +73.2% |
| 3Y | +375.7% | -2.5% | +378.2% | +305.4% |
| 5Y | +379.0% | -68.8% | +447.9% | +275.9% |
| All | +291.1% | -81.5% | +372.5% | +208.8% |
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 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