+83.9%
ROKU vs FSLY
+1.6%
+82.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.2% |
| 7D | -0.4% | +12.5% | -12.9% | -2.2% |
| 30D | +2.1% | -18.8% | +20.9% | +4.7% |
| 3M | +29.5% | +22.7% | +6.8% | +23.5% |
| 6M | +53.8% | -3.7% | +57.5% | +44.9% |
| YTD | +42.8% | +127.5% | -84.7% | +9.6% |
| 1Y | +60.7% | +193.5% | -132.8% | +10.0% |
| 3Y | +83.9% | -1.3% | +85.2% | +24.2% |
| All | +83.9% | +1.6% | +82.3% | +24.2% |
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 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