-6.4%
OSCR vs FSLY
-67.3%
+60.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +1.1% | +7.5% | -6.5% | -0.6% |
| 30D | +16.5% | -21.1% | +37.6% | +21.5% |
| 3M | +17.0% | +21.8% | -4.8% | +10.3% |
| 6M | +145.0% | -0.1% | +145.1% | +122.1% |
| YTD | +126.7% | +123.1% | +3.6% | +55.9% |
| 1Y | +67.2% | +208.6% | -141.3% | +0.2% |
| 3Y | +405.1% | -1.3% | +406.4% | +280.4% |
| 5Y | +86.2% | -48.4% | +134.5% | +41.7% |
| All | -6.4% | -67.3% | +60.9% | -18.5% |
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