+30.9%
OWL vs FSLY
-76.2%
+107.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.7% | +1.0% |
| 7D | -10.1% | +12.5% | -22.6% | -11.7% |
| 30D | -11.9% | -18.8% | +6.9% | -9.6% |
| 3M | +10.7% | +22.7% | -11.9% | +6.3% |
| 6M | +22.1% | -3.7% | +25.8% | +16.2% |
| YTD | -24.8% | +127.5% | -152.3% | -40.5% |
| 1Y | -39.2% | +193.5% | -232.7% | -55.3% |
| 3Y | +1.7% | -1.3% | +3.1% | -15.4% |
| 5Y | -15.5% | -47.3% | +31.8% | -36.2% |
| All | +30.9% | -76.2% | +107.1% | -2.5% |
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 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