+47.0%
ROK vs FSLY
-49.3%
+96.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -1.3% |
| 7D | +0.2% | +11.2% | -11.0% | -1.0% |
| 30D | -1.8% | -18.2% | +16.4% | 0.0% |
| 3M | -7.2% | +21.9% | -29.1% | -10.0% |
| 6M | +14.2% | +4.0% | +10.1% | +9.6% |
| YTD | +10.6% | +123.1% | -112.5% | -5.1% |
| 1Y | +25.9% | +196.9% | -171.0% | +2.3% |
| 3Y | +50.8% | -1.3% | +52.0% | +33.2% |
| 5Y | +47.0% | -50.2% | +97.3% | +17.6% |
| All | +47.0% | -49.3% | +96.4% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling