+23.9%
ONDS vs FSLY
-75.1%
+99.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.6% |
| 7D | -3.5% | -10.6% | +7.1% | -0.4% |
| 30D | -14.1% | -20.9% | +6.8% | -9.3% |
| 3M | -36.3% | +3.4% | -39.8% | -37.6% |
| 6M | -27.5% | +2.7% | -30.2% | -34.1% |
| YTD | -21.9% | +102.3% | -124.2% | -46.9% |
| 1Y | +43.0% | +182.1% | -139.1% | -17.2% |
| 3Y | +697.1% | -14.6% | +711.6% | +526.8% |
| 5Y | -1.2% | -55.9% | +54.7% | -13.3% |
| All | +23.9% | -75.1% | +99.0% | +26.9% |
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