+96.0%
ROST vs FSLY
-0.4%
+96.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.4% | -2.0% |
| 7D | -2.2% | +11.2% | -13.4% | -2.7% |
| 30D | -11.4% | -18.2% | +6.7% | -10.7% |
| 3M | -1.6% | +21.9% | -23.5% | -3.0% |
| 6M | +6.8% | +4.0% | +2.8% | +4.9% |
| YTD | +25.8% | +123.1% | -97.3% | +17.2% |
| 1Y | +52.4% | +196.9% | -144.5% | +37.8% |
| All | +96.0% | -0.4% | +96.4% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling