-5.5%
ROP vs FSLY
-6.2%
+0.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.0% |
| 7D | -1.6% | -22.4% | +20.8% | -1.4% |
| 30D | +29.5% | -45.5% | +75.0% | +30.4% |
| 3M | +17.5% | -30.4% | +47.9% | +17.6% |
| 6M | +38.1% | -22.1% | +60.2% | +37.7% |
| YTD | +7.0% | +57.0% | -50.0% | +4.4% |
| 1Y | +6.5% | +38.2% | -31.7% | +4.6% |
| 3Y | -5.5% | -2.5% | -3.0% | -10.5% |
| All | -5.5% | -6.2% | +0.7% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling