+106.0%
OVV vs FSLY
-67.3%
+173.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.0% |
| 7D | +8.0% | +4.9% | +3.2% | +7.6% |
| 30D | -2.0% | -33.5% | +31.5% | +0.6% |
| 3M | +5.4% | -44.6% | +50.1% | +9.1% |
| 6M | +14.3% | -9.2% | +23.5% | +12.8% |
| YTD | +69.4% | +63.3% | +6.2% | +51.8% |
| 1Y | +72.4% | +45.3% | +27.1% | +56.2% |
| 3Y | +58.4% | +3.7% | +54.6% | +37.3% |
| All | +106.0% | -67.3% | +173.3% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling