-1.6%
ONDS vs FSLY
-50.4%
+48.8%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.7% | -10.0% | -5.8% |
| 7D | -4.2% | +11.2% | -15.4% | -7.0% |
| 30D | -21.7% | -18.2% | -3.5% | -17.9% |
| 3M | -24.5% | +21.9% | -46.4% | -29.2% |
| 6M | -25.0% | +4.0% | -29.0% | -31.5% |
| YTD | -25.3% | +123.1% | -148.4% | -49.2% |
| 1Y | +33.8% | +196.9% | -163.1% | -20.7% |
| 3Y | +699.3% | -1.3% | +700.6% | +516.0% |
| All | -1.6% | -50.4% | +48.8% | -17.0% |
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