+35.3%
OMC vs FSLY
-4.2%
+39.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -2.4% |
| 7D | -6.4% | -10.6% | +4.2% | -5.9% |
| 30D | +1.1% | -20.9% | +22.0% | +1.9% |
| 3M | +10.4% | +3.4% | +7.0% | +9.8% |
| 6M | -1.7% | +2.7% | -4.5% | -3.6% |
| YTD | +4.4% | +102.3% | -97.8% | -2.3% |
| 1Y | +8.4% | +182.1% | -173.6% | -1.4% |
| 3Y | +14.4% | -14.6% | +29.0% | +7.9% |
| 5Y | +33.9% | -55.9% | +89.8% | +21.8% |
| All | +35.3% | -4.2% | +39.5% | +4.1% |
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 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