+136.3%
OVV vs FSLY
0.0%
+136.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -1.4% |
| 7D | -3.7% | +3.5% | -7.2% | -4.1% |
| 30D | +8.0% | -6.4% | +14.4% | +8.2% |
| 3M | +11.3% | +10.9% | +0.4% | +9.2% |
| 6M | +24.0% | +6.7% | +17.3% | +18.8% |
| YTD | +65.3% | +111.1% | -45.8% | +43.9% |
| 1Y | +60.2% | +185.8% | -125.6% | +32.7% |
| 3Y | +46.9% | -6.6% | +53.5% | +30.3% |
| 5Y | +158.7% | -52.4% | +211.1% | +127.7% |
| All | +136.3% | 0.0% | +136.4% | +53.6% |
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