+74.2%
OTIS vs FSLY
+42.4%
+31.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.3% |
| 7D | -0.7% | -10.6% | +9.9% | -0.2% |
| 30D | -2.0% | -20.9% | +18.9% | -1.2% |
| 3M | +2.6% | +3.4% | -0.9% | +1.8% |
| 6M | -20.9% | +2.7% | -23.7% | -22.9% |
| YTD | -17.1% | +102.3% | -119.4% | -23.5% |
| 1Y | -15.9% | +182.1% | -198.0% | -24.6% |
| 3Y | -12.7% | -14.6% | +1.8% | -18.2% |
| 5Y | -15.7% | -55.9% | +40.2% | -23.2% |
| All | +74.2% | +42.4% | +31.8% | +21.7% |
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