-27.4%
ON vs FSLY
-7.5%
-19.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.4% | -8.8% | -5.0% |
| 7D | -2.2% | +3.5% | -5.6% | -2.7% |
| 30D | -12.4% | -6.4% | -6.0% | -12.2% |
| 3M | -41.2% | +10.9% | -52.1% | -42.8% |
| 6M | +25.0% | +6.7% | +18.3% | +18.4% |
| YTD | +31.3% | +111.1% | -79.8% | +9.2% |
| 1Y | +45.4% | +185.8% | -140.4% | +11.1% |
| 3Y | -27.4% | -6.6% | -20.8% | -36.6% |
| All | -27.4% | -7.5% | -19.9% | -36.6% |
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