+84.4%
ROKU vs FSLY
+7.7%
+76.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.1% |
| 7D | -0.4% | +12.5% | -12.9% | -4.0% |
| 30D | +2.1% | -18.8% | +20.9% | +7.3% |
| 3M | +29.5% | +22.7% | +6.8% | +17.5% |
| 6M | +53.8% | -3.7% | +57.5% | +36.0% |
| YTD | +42.8% | +127.5% | -84.7% | -15.8% |
| 1Y | +60.7% | +193.5% | -132.8% | -18.5% |
| 3Y | +83.9% | -1.3% | +85.2% | +22.5% |
| 5Y | -52.8% | -47.3% | -5.5% | -65.9% |
| All | +84.4% | +7.7% | +76.7% | -7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling