+4.6%
OWL vs FSLY
-0.4%
+5.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.7% | -8.9% | -3.7% |
| 7D | -6.4% | +11.2% | -17.5% | -7.3% |
| 30D | -5.0% | -18.2% | +13.2% | -3.5% |
| 3M | +15.4% | +21.9% | -6.5% | +12.7% |
| 6M | +15.5% | +4.0% | +11.5% | +11.1% |
| YTD | -22.7% | +123.1% | -145.8% | -33.0% |
| 1Y | -34.1% | +196.9% | -230.9% | -46.2% |
| All | +4.6% | -0.4% | +5.0% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling