-10.5%
ONON vs FSLY
-0.4%
-10.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -5.3% | +7.5% | -12.9% | -5.9% |
| 30D | -13.1% | -21.1% | +8.0% | -11.6% |
| 3M | -29.3% | +21.8% | -51.1% | -31.0% |
| 6M | -34.5% | -0.1% | -34.4% | -36.8% |
| YTD | -42.2% | +123.1% | -165.3% | -49.8% |
| 1Y | -37.3% | +208.6% | -245.9% | -49.6% |
| All | -10.5% | -0.4% | -10.1% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling