-13.6%
OTIS vs FSLY
-0.4%
-13.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -5.0% | +7.5% | -12.6% | -5.2% |
| 30D | -6.5% | -21.1% | +14.6% | -6.1% |
| 3M | -2.0% | +21.8% | -23.7% | -2.7% |
| 6M | -20.2% | -0.1% | -20.1% | -21.2% |
| YTD | -21.0% | +123.1% | -144.1% | -25.2% |
| 1Y | -20.9% | +208.6% | -229.4% | -26.7% |
| All | -13.6% | -0.4% | -13.2% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling