-15.3%
ROP vs FSLY
-54.2%
+38.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.2% | -3.0% |
| 7D | -5.4% | +3.5% | -8.9% | -5.6% |
| 30D | -1.6% | -6.4% | +4.8% | -1.6% |
| 3M | +18.8% | +10.9% | +8.0% | +17.8% |
| 6M | +8.2% | +6.7% | +1.5% | +6.0% |
| YTD | -10.5% | +111.1% | -121.6% | -16.2% |
| 1Y | -23.7% | +185.8% | -209.5% | -30.7% |
| 3Y | -17.9% | -6.6% | -11.3% | -22.3% |
| 5Y | -15.3% | -52.4% | +37.0% | -22.5% |
| All | -15.3% | -54.2% | +38.9% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling