+52.7%
ROST vs FSLY
+161.0%
-108.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.1% |
| 7D | +7.8% | -22.2% | +30.0% | +8.1% |
| 30D | +8.6% | -19.1% | +27.7% | +8.8% |
| 3M | -1.9% | -15.7% | +13.8% | -2.0% |
| 6M | +9.1% | -23.5% | +32.6% | +9.0% |
| YTD | +37.2% | +106.6% | -69.4% | +36.4% |
| 1Y | +52.7% | +164.3% | -111.5% | +52.3% |
| All | +52.7% | +161.0% | -108.2% | +52.3% |
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 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