+128.8%
ONTO vs FSLY
-68.1%
+196.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.5% |
| 7D | -2.4% | -22.9% | +20.5% | +2.4% |
| 30D | -32.9% | -44.6% | +11.6% | -25.4% |
| 3M | -32.2% | -41.5% | +9.3% | -26.1% |
| 6M | -30.6% | -20.8% | -9.8% | -28.8% |
| YTD | +25.1% | +59.5% | -34.4% | +4.0% |
| 1Y | +40.0% | +36.1% | +3.9% | +20.2% |
| 3Y | +45.7% | -1.0% | +46.7% | +18.0% |
| 5Y | +128.8% | -66.9% | +195.7% | +100.4% |
| All | +128.8% | -68.1% | +196.9% | +100.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling