+17.6%
ONDS vs FSLY
-72.0%
+89.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.8% |
| 7D | -5.1% | +12.5% | -17.6% | -8.3% |
| 30D | -26.0% | -18.8% | -7.2% | -22.0% |
| 3M | -26.4% | +22.7% | -49.1% | -31.5% |
| 6M | -26.4% | -3.7% | -22.7% | -31.7% |
| YTD | -25.9% | +127.5% | -153.4% | -51.3% |
| 1Y | +12.6% | +193.5% | -180.9% | -35.2% |
| 3Y | +706.9% | -1.3% | +708.2% | +507.0% |
| 5Y | -2.4% | -47.3% | +44.9% | -19.5% |
| All | +17.6% | -72.0% | +89.6% | +16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling