+69.8%
ROL vs FSLY
-20.0%
+89.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -1.7% | +11.8% | -13.5% | -2.0% |
| 30D | +18.5% | -36.5% | +55.1% | +19.9% |
| 3M | +4.3% | -39.7% | +44.1% | +5.5% |
| 6M | -27.7% | -9.7% | -18.1% | -28.2% |
| YTD | -35.8% | +68.9% | -104.6% | -39.2% |
| 1Y | -34.1% | +44.5% | -78.6% | -37.0% |
| 3Y | +2.9% | +4.8% | -1.9% | -2.9% |
| 5Y | +12.7% | -66.0% | +78.8% | +10.4% |
| All | +69.8% | -20.0% | +89.8% | +37.4% |
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