+296.3%
ON vs FSLY
-4.2%
+300.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.5% |
| 7D | +2.4% | -10.6% | +13.1% | +4.5% |
| 30D | -3.3% | -20.9% | +17.6% | -0.1% |
| 3M | -43.6% | +3.4% | -47.0% | -44.9% |
| 6M | +19.0% | +2.7% | +16.2% | +11.2% |
| YTD | +37.4% | +102.3% | -64.9% | +6.8% |
| 1Y | +54.8% | +182.1% | -127.3% | +9.2% |
| 3Y | -25.2% | -14.6% | -10.6% | -37.8% |
| 5Y | +62.7% | -55.9% | +118.6% | +34.5% |
| All | +296.3% | -4.2% | +300.5% | +127.0% |
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 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