+18.7%
ROP vs FSLY
-4.2%
+22.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -3.4% |
| 7D | -4.4% | -10.6% | +6.2% | -3.9% |
| 30D | +3.2% | -20.9% | +24.1% | +4.2% |
| 3M | +23.1% | +3.4% | +19.6% | +22.1% |
| 6M | +13.3% | +2.7% | +10.6% | +10.7% |
| YTD | -7.9% | +102.3% | -110.1% | -14.9% |
| 1Y | -22.1% | +182.1% | -204.1% | -30.4% |
| 3Y | -16.8% | -14.6% | -2.2% | -21.9% |
| 5Y | -13.5% | -55.9% | +42.4% | -19.3% |
| All | +18.7% | -4.2% | +22.9% | -13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling