-21.7%
ONON vs FSLY
-47.1%
+25.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.7% |
| 7D | -2.1% | +12.5% | -14.6% | -4.4% |
| 30D | -11.6% | -18.8% | +7.2% | -8.5% |
| 3M | -30.1% | +22.7% | -52.8% | -34.1% |
| 6M | -30.5% | -3.7% | -26.8% | -35.6% |
| YTD | -41.0% | +127.5% | -168.5% | -58.1% |
| 1Y | -36.7% | +193.5% | -230.2% | -59.9% |
| 3Y | -8.6% | -1.3% | -7.3% | -28.6% |
| All | -21.7% | -47.1% | +25.4% | -38.1% |
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