+20.0%
ON vs FSLY
-67.3%
+87.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -3.0% |
| 7D | +12.2% | +4.9% | +7.4% | +11.3% |
| 30D | -3.1% | -33.5% | +30.4% | +4.1% |
| 3M | -12.9% | -44.6% | +31.8% | -4.5% |
| 6M | -38.6% | -9.2% | -29.4% | -39.8% |
| YTD | +31.2% | +63.3% | -32.0% | +2.6% |
| 1Y | +47.6% | +45.3% | +2.4% | +18.5% |
| 3Y | +6.6% | +3.7% | +2.9% | -18.9% |
| All | +20.0% | -67.3% | +87.3% | -6.0% |
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