+69.8%
OVV vs FSLY
+41.6%
+28.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.3% | -3.2% | +2.9% |
| 7D | +1.2% | -17.9% | +19.2% | +1.4% |
| 30D | -2.5% | -34.7% | +32.2% | -2.2% |
| 3M | +0.5% | -40.0% | +40.5% | +0.8% |
| 6M | +8.5% | -11.8% | +20.3% | +8.5% |
| YTD | +64.5% | +69.5% | -5.1% | +72.6% |
| All | +69.8% | +41.6% | +28.3% | +79.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling