+54.0%
ROST vs FSLY
+210.9%
-156.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.4% | +2.3% |
| 7D | +0.2% | +12.5% | -12.3% | 0.0% |
| 30D | -6.9% | -18.8% | +11.9% | -6.6% |
| 3M | -3.3% | +22.7% | -26.0% | -3.9% |
| 6M | +9.0% | -3.7% | +12.7% | +8.9% |
| YTD | +28.9% | +127.5% | -98.6% | +27.4% |
| 1Y | +54.0% | +193.5% | -139.6% | +52.3% |
| All | +54.0% | +210.9% | -156.9% | +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