-34.7%
ROL vs FSLY
+161.0%
-195.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +2.9% | +2.7% |
| 7D | +14.6% | -22.2% | +36.7% | +13.0% |
| 30D | +29.3% | -19.1% | +48.4% | +28.1% |
| 3M | +2.0% | -15.7% | +17.7% | +1.9% |
| 6M | -28.5% | -23.5% | -5.1% | -28.2% |
| YTD | -35.3% | +106.6% | -142.0% | -24.0% |
| 1Y | -34.7% | +164.3% | -198.9% | -22.5% |
| All | -34.7% | +161.0% | -195.7% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling