+184.9%
ROK vs FSLY
-22.7%
+207.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.1% |
| 7D | +7.1% | +4.9% | +2.2% | +6.6% |
| 30D | -5.0% | -33.5% | +28.6% | -1.7% |
| 3M | -9.4% | -44.6% | +35.3% | -5.4% |
| 6M | -11.0% | -9.2% | -1.8% | -11.7% |
| YTD | +4.4% | +63.3% | -58.8% | -6.0% |
| 1Y | +7.4% | +45.3% | -37.9% | -2.2% |
| 3Y | +61.0% | +3.7% | +57.2% | +43.3% |
| 5Y | +30.4% | -67.2% | +97.5% | +17.3% |
| All | +184.9% | -22.7% | +207.6% | +106.7% |
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