+45.5%
OMC vs FSLY
-22.7%
+68.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.5% |
| 7D | +1.9% | +4.9% | -3.0% | +1.6% |
| 30D | +12.2% | -33.5% | +45.7% | +13.7% |
| 3M | +0.6% | -44.6% | +45.2% | +2.4% |
| 6M | +21.0% | -9.2% | +30.2% | +19.9% |
| YTD | +12.4% | +63.3% | -50.9% | +5.4% |
| 1Y | +25.4% | +45.3% | -19.9% | +18.2% |
| 3Y | +29.2% | +3.7% | +25.4% | +19.5% |
| 5Y | +52.6% | -67.2% | +119.8% | +39.4% |
| All | +45.5% | -22.7% | +68.2% | +12.2% |
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