+53.4%
ROK vs FSLY
-5.7%
+59.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.4% | -1.4% |
| 7D | +2.8% | +3.5% | -0.7% | +2.5% |
| 30D | -2.4% | -6.4% | +4.0% | -2.3% |
| 3M | -4.7% | +10.9% | -15.6% | -6.2% |
| 6M | +16.8% | +6.7% | +10.0% | +12.9% |
| YTD | +11.4% | +111.1% | -99.7% | 0.0% |
| 1Y | +26.2% | +185.8% | -159.6% | +7.0% |
| All | +53.4% | -5.7% | +59.1% | +42.6% |
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