+29.7%
OMC vs FSLY
-49.3%
+79.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.7% | -9.2% | -3.8% |
| 7D | -4.2% | +11.2% | -15.4% | -4.9% |
| 30D | -7.5% | -18.2% | +10.7% | -6.6% |
| 3M | +4.6% | +21.9% | -17.3% | +2.8% |
| 6M | -4.8% | +4.0% | -8.9% | -7.4% |
| YTD | -1.0% | +123.1% | -124.1% | -10.5% |
| 1Y | +3.8% | +196.9% | -193.0% | -9.9% |
| 3Y | +10.2% | -1.3% | +11.5% | +1.1% |
| 5Y | +29.7% | -50.2% | +79.9% | +12.4% |
| All | +29.7% | -49.3% | +79.1% | +12.4% |
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