+155.1%
ROST vs FSLY
+7.7%
+147.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.4% | +2.2% |
| 7D | +0.2% | +12.5% | -12.3% | -0.7% |
| 30D | -6.9% | -18.8% | +11.9% | -5.6% |
| 3M | -3.3% | +22.7% | -26.0% | -5.5% |
| 6M | +9.0% | -3.7% | +12.7% | +6.4% |
| YTD | +28.9% | +127.5% | -98.6% | +14.5% |
| 1Y | +54.0% | +193.5% | -139.6% | +32.3% |
| 3Y | +100.7% | -1.3% | +102.0% | +82.3% |
| 5Y | +116.0% | -47.3% | +163.4% | +90.1% |
| All | +155.1% | +7.7% | +147.4% | +86.5% |
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 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