+207.1%
ROK vs FSLY
-4.2%
+211.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.5% |
| 7D | +0.7% | -10.6% | +11.3% | +1.7% |
| 30D | -3.3% | -20.9% | +17.6% | -1.8% |
| 3M | -5.9% | +3.4% | -9.3% | -6.9% |
| 6M | +13.9% | +2.7% | +11.1% | +10.2% |
| YTD | +12.6% | +102.3% | -89.7% | +0.2% |
| 1Y | +28.6% | +182.1% | -153.5% | +9.4% |
| 3Y | +45.1% | -14.6% | +59.7% | +32.2% |
| 5Y | +45.6% | -55.9% | +101.5% | +28.6% |
| All | +207.1% | -4.2% | +211.4% | +120.2% |
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