+53.9%
ROL vs FSLY
+5.6%
+48.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -1.4% |
| 7D | -3.3% | +11.2% | -14.4% | -3.6% |
| 30D | -7.2% | -18.2% | +10.9% | -6.7% |
| 3M | -27.0% | +21.9% | -48.9% | -27.7% |
| 6M | -39.5% | +4.0% | -43.5% | -40.4% |
| YTD | -41.8% | +123.1% | -164.9% | -45.1% |
| 1Y | -38.9% | +196.9% | -235.7% | -43.8% |
| 3Y | -0.4% | -1.3% | +0.9% | -4.3% |
| 5Y | -4.2% | -50.2% | +46.0% | -7.6% |
| All | +53.9% | +5.6% | +48.3% | +24.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling