+6.7%
ONON vs FSLY
+161.0%
-154.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +6.0% | +5.8% |
| 7D | +20.9% | -22.2% | +43.1% | +20.8% |
| 30D | +21.1% | -19.1% | +40.3% | +21.1% |
| 3M | +2.7% | -15.7% | +18.4% | +2.5% |
| 6M | +12.6% | -23.5% | +36.1% | +12.6% |
| YTD | -16.9% | +106.6% | -123.5% | -14.2% |
| 1Y | +6.7% | +164.3% | -157.6% | +13.2% |
| All | +6.7% | +161.0% | -154.3% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling