+341.5%
ONTO vs FSLY
-28.1%
+369.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -26.9% | +11.3% | -10.7% |
| 7D | -29.7% | -40.0% | +10.3% | -23.0% |
| 30D | -50.3% | -39.7% | -10.6% | -45.7% |
| 3M | -43.5% | -40.9% | -2.6% | -39.0% |
| 6M | -48.9% | -52.5% | +3.6% | -43.8% |
| YTD | -1.2% | +51.1% | -52.3% | -17.0% |
| 1Y | +14.9% | +90.6% | -75.7% | -9.4% |
| 3Y | +31.2% | -12.4% | +43.6% | +9.8% |
| 5Y | +68.1% | -69.1% | +137.2% | +50.2% |
| All | +341.5% | -28.1% | +369.7% | +167.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling