+57.7%
ONTO vs FSLY
-6.2%
+63.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.8% | +11.2% | +11.9% |
| 7D | +1.4% | -22.4% | +23.8% | +5.4% |
| 30D | -34.1% | -45.5% | +11.3% | -28.2% |
| 3M | -37.1% | -30.4% | -6.7% | -34.2% |
| 6M | -31.8% | -22.1% | -9.8% | -29.9% |
| YTD | +22.9% | +57.0% | -34.1% | +11.3% |
| 1Y | +39.5% | +38.2% | +1.3% | +28.9% |
| 3Y | +57.7% | -2.5% | +60.2% | +30.8% |
| All | +57.7% | -6.2% | +63.9% | +30.8% |
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