+658.6%
ONTO vs FSLY
-3.8%
+662.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.5% | +8.7% | +6.6% |
| 7D | -1.0% | -10.6% | +9.6% | +0.8% |
| 30D | -2.9% | -20.9% | +18.0% | +0.3% |
| 3M | -2.5% | +3.4% | -5.9% | -3.9% |
| 6M | +28.2% | +2.7% | +25.5% | +21.6% |
| YTD | +69.8% | +102.3% | -32.5% | +36.5% |
| 1Y | +162.9% | +182.1% | -19.2% | +94.0% |
| 3Y | +95.9% | -14.6% | +110.5% | +66.4% |
| 5Y | +244.5% | -55.9% | +300.4% | +190.1% |
| All | +658.6% | -3.8% | +662.4% | +339.3% |
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