+9.5%
OMC vs FSLY
-0.4%
+9.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.7% | -9.2% | -3.7% |
| 7D | -4.2% | +11.2% | -15.4% | -4.6% |
| 30D | -7.5% | -18.2% | +10.7% | -7.0% |
| 3M | +4.6% | +21.9% | -17.3% | +3.6% |
| 6M | -4.8% | +4.0% | -8.9% | -6.2% |
| YTD | -1.0% | +123.1% | -124.1% | -6.4% |
| 1Y | +3.8% | +196.9% | -193.0% | -5.2% |
| All | +9.5% | -0.4% | +9.9% | +1.1% |
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