+45.2%
ONTO vs FSLY
-9.9%
+55.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +3.1% | +8.0% | +10.6% |
| 7D | -14.0% | -31.4% | +17.4% | -9.1% |
| 30D | -43.1% | -37.3% | -5.8% | -39.1% |
| 3M | -35.5% | -30.1% | -5.4% | -32.6% |
| 6M | -41.1% | -49.8% | +8.7% | -37.0% |
| YTD | +9.8% | +55.7% | -45.9% | -0.5% |
| 1Y | +31.5% | +44.5% | -13.0% | +20.6% |
| 3Y | +45.2% | -4.3% | +49.5% | +20.8% |
| All | +45.2% | -9.9% | +55.1% | +20.8% |
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