+154.6%
ROST vs FSLY
-4.2%
+158.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.2% |
| 7D | +0.9% | -10.6% | +11.6% | +1.8% |
| 30D | -8.9% | -20.9% | +12.0% | -7.6% |
| 3M | -0.8% | +3.4% | -4.2% | -1.8% |
| 6M | +8.5% | +2.7% | +5.7% | +5.2% |
| YTD | +28.6% | +102.3% | -73.7% | +15.3% |
| 1Y | +52.3% | +182.1% | -129.7% | +31.0% |
| 3Y | +94.8% | -14.6% | +109.4% | +79.1% |
| 5Y | +110.8% | -55.9% | +166.7% | +87.9% |
| All | +154.6% | -4.2% | +158.8% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling