+90.7%
OTIS vs FSLY
+14.9%
+75.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.4% | +1.2% |
| 7D | -1.3% | +4.9% | -6.1% | -1.5% |
| 30D | +12.8% | -33.5% | +46.3% | +14.3% |
| 3M | +7.4% | -44.6% | +52.0% | +9.4% |
| 6M | +7.7% | -9.2% | +16.9% | +6.5% |
| YTD | -9.3% | +63.3% | -72.5% | -16.1% |
| 1Y | -12.1% | +45.3% | -57.4% | -18.2% |
| 3Y | +0.6% | +3.7% | -3.1% | -8.1% |
| 5Y | -1.1% | -67.2% | +66.1% | -9.4% |
| All | +90.7% | +14.9% | +75.8% | +33.5% |
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 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