+46.0%
ON vs FSLY
+205.2%
-159.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -0.5% |
| 7D | -1.9% | +11.2% | -13.0% | -2.7% |
| 30D | -11.0% | -18.2% | +7.1% | -9.9% |
| 3M | -39.3% | +21.9% | -61.2% | -40.5% |
| 6M | +19.8% | +4.0% | +15.8% | +18.4% |
| YTD | +31.1% | +123.1% | -92.0% | +27.7% |
| 1Y | +46.0% | +196.9% | -150.9% | +40.5% |
| All | +46.0% | +205.2% | -159.3% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling