+449.2%
ONTO vs FSLY
-25.3%
+474.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.8% | +11.2% | +11.8% |
| 7D | +1.4% | -22.4% | +23.8% | +6.2% |
| 30D | -34.1% | -45.5% | +11.3% | -26.7% |
| 3M | -37.1% | -30.4% | -6.7% | -33.9% |
| 6M | -31.8% | -22.1% | -9.8% | -30.0% |
| YTD | +22.9% | +57.0% | -34.1% | +2.6% |
| 1Y | +39.5% | +38.2% | +1.3% | +19.1% |
| 3Y | +57.7% | -2.5% | +60.2% | +29.3% |
| 5Y | +115.8% | -68.8% | +184.7% | +92.7% |
| All | +449.2% | -25.3% | +474.5% | +230.2% |
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 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