+156.2%
ROST vs FSLY
-22.7%
+178.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -2.1% |
| 7D | +0.3% | +4.9% | -4.6% | -0.1% |
| 30D | +0.5% | -33.5% | +34.0% | +3.1% |
| 3M | -5.2% | -44.6% | +39.4% | -2.1% |
| 6M | +9.8% | -9.2% | +19.1% | +8.4% |
| YTD | +29.4% | +63.3% | -33.9% | +16.7% |
| 1Y | +44.4% | +45.3% | -0.9% | +31.4% |
| 3Y | +95.0% | +3.7% | +91.3% | +73.6% |
| 5Y | +111.9% | -67.2% | +179.0% | +91.1% |
| All | +156.2% | -22.7% | +178.9% | +90.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling