+476.3%
ONTO vs FSLY
-22.3%
+498.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -2.3% |
| 7D | +17.5% | +4.9% | +12.7% | +16.6% |
| 30D | -15.7% | -33.5% | +17.9% | -9.3% |
| 3M | -39.7% | -44.6% | +4.9% | -33.8% |
| 6M | -26.5% | -9.2% | -17.3% | -26.3% |
| YTD | +29.0% | +63.3% | -34.3% | +7.0% |
| 1Y | +57.0% | +45.3% | +11.7% | +32.9% |
| 3Y | +50.0% | +3.7% | +46.3% | +21.7% |
| 5Y | +127.3% | -67.2% | +194.4% | +101.1% |
| All | +476.3% | -22.3% | +498.7% | +244.2% |
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