+72.1%
ROL vs FSLY
-24.5%
+96.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | +3.4% | -22.9% | +26.3% | +4.1% |
| 30D | +20.8% | -44.6% | +65.3% | +22.7% |
| 3M | +3.7% | -41.5% | +45.2% | +4.9% |
| 6M | -27.7% | -20.8% | -6.8% | -27.8% |
| YTD | -34.9% | +59.5% | -94.5% | -38.2% |
| 1Y | -33.3% | +36.1% | -69.4% | -36.1% |
| 3Y | +4.3% | -1.0% | +5.3% | -1.4% |
| 5Y | +15.0% | -66.9% | +81.9% | +12.5% |
| All | +72.1% | -24.5% | +96.5% | +39.5% |
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 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