-5.8%
OSCR vs FSLY
-66.6%
+60.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.2% |
| 7D | +1.6% | +12.5% | -10.9% | -1.0% |
| 30D | +10.7% | -18.8% | +29.5% | +14.8% |
| 3M | +13.4% | +22.7% | -9.3% | +6.7% |
| 6M | +144.6% | -3.7% | +148.3% | +124.0% |
| YTD | +128.0% | +127.5% | +0.5% | +56.1% |
| 1Y | +68.7% | +193.5% | -124.9% | +3.0% |
| 3Y | +398.8% | -1.3% | +400.1% | +277.1% |
| 5Y | +87.3% | -47.3% | +134.6% | +41.9% |
| All | -5.8% | -66.6% | +60.8% | -18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling