+108.2%
ROST vs FSLY
-49.3%
+157.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.4% | -2.3% |
| 7D | -2.2% | +11.2% | -13.4% | -3.2% |
| 30D | -11.4% | -18.2% | +6.7% | -10.1% |
| 3M | -1.6% | +21.9% | -23.5% | -4.2% |
| 6M | +6.8% | +4.0% | +2.8% | +2.9% |
| YTD | +25.8% | +123.1% | -97.3% | +9.5% |
| 1Y | +52.4% | +196.9% | -144.5% | +26.3% |
| 3Y | +94.4% | -1.3% | +95.6% | +75.1% |
| 5Y | +108.2% | -50.2% | +158.4% | +78.0% |
| All | +108.2% | -49.3% | +157.6% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling