+135.1%
OVV vs FSLY
-19.7%
+154.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.3% | -3.2% | +2.4% |
| 7D | +1.2% | -17.9% | +19.2% | +2.7% |
| 30D | -2.5% | -34.7% | +32.2% | +0.7% |
| 3M | +0.5% | -40.0% | +40.5% | +3.8% |
| 6M | +8.5% | -11.8% | +20.3% | +7.2% |
| YTD | +64.5% | +69.5% | -5.1% | +44.3% |
| 1Y | +64.7% | +44.0% | +20.7% | +47.0% |
| 3Y | +54.1% | +5.2% | +48.9% | +32.7% |
| 5Y | +95.4% | -65.6% | +161.0% | +76.4% |
| All | +135.1% | -19.7% | +154.8% | +54.0% |
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