+138.8%
OVV vs FSLY
-4.2%
+143.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.5% |
| 7D | +0.3% | -10.6% | +10.9% | +1.3% |
| 30D | +11.7% | -20.9% | +32.6% | +13.6% |
| 3M | +9.8% | +3.4% | +6.4% | +8.5% |
| 6M | +26.6% | +2.7% | +23.8% | +21.7% |
| YTD | +67.0% | +102.3% | -35.2% | +46.0% |
| 1Y | +55.9% | +182.1% | -126.1% | +29.2% |
| 3Y | +45.5% | -14.6% | +60.1% | +30.4% |
| 5Y | +157.3% | -55.9% | +213.2% | +128.4% |
| All | +138.8% | -4.2% | +143.0% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling