+55.7%
ROL vs FSLY
0.0%
+55.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.4% | -6.9% | -2.7% |
| 7D | -3.4% | +3.5% | -6.9% | -3.5% |
| 30D | -6.9% | -6.4% | -0.5% | -6.9% |
| 3M | -24.6% | +10.9% | -35.5% | -25.1% |
| 6M | -39.5% | +6.7% | -46.2% | -40.5% |
| YTD | -41.1% | +111.1% | -152.2% | -44.3% |
| 1Y | -37.9% | +185.8% | -223.7% | -42.9% |
| 3Y | +0.8% | -6.6% | +7.4% | -3.0% |
| 5Y | -4.7% | -52.4% | +47.7% | -7.9% |
| All | +55.7% | 0.0% | +55.8% | +25.7% |
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