+390.5%
ONTO vs FSLY
-25.9%
+416.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +3.1% | +8.0% | +10.5% |
| 7D | -14.0% | -31.4% | +17.4% | -8.1% |
| 30D | -43.1% | -37.3% | -5.8% | -38.2% |
| 3M | -35.5% | -30.1% | -5.4% | -32.3% |
| 6M | -41.1% | -49.8% | +8.7% | -35.8% |
| YTD | +9.8% | +55.7% | -45.9% | -8.3% |
| 1Y | +31.5% | +44.5% | -13.0% | +11.3% |
| 3Y | +45.2% | -4.3% | +49.5% | +19.4% |
| 5Y | +86.7% | -68.2% | +154.9% | +66.0% |
| All | +390.5% | -25.9% | +416.4% | +195.2% |
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 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