+124.2%
OVV vs FSLY
-26.3%
+150.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -0.9% |
| 7D | -16.7% | -31.4% | +14.8% | -14.0% |
| 30D | -1.5% | -37.3% | +35.8% | +2.0% |
| 3M | +1.6% | -30.1% | +31.7% | +3.3% |
| 6M | +2.0% | -49.8% | +51.8% | +5.5% |
| YTD | +56.8% | +55.7% | +1.1% | +38.7% |
| 1Y | +64.8% | +44.5% | +20.4% | +46.7% |
| 3Y | +38.3% | -4.3% | +42.6% | +20.1% |
| 5Y | +84.9% | -68.2% | +153.1% | +68.1% |
| All | +124.2% | -26.3% | +150.5% | +48.1% |
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