-38.9%
ROL vs FSLY
+205.2%
-244.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -0.8% |
| 7D | -3.3% | +11.2% | -14.4% | -2.6% |
| 30D | -7.2% | -18.2% | +10.9% | -8.1% |
| 3M | -27.0% | +21.9% | -48.9% | -25.7% |
| 6M | -39.5% | +4.0% | -43.5% | -37.4% |
| YTD | -41.8% | +123.1% | -164.9% | -32.6% |
| 1Y | -38.9% | +196.9% | -235.7% | -29.1% |
| All | -38.9% | +205.2% | -244.1% | -29.1% |
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