+45.7%
OWL vs FSLY
-78.8%
+124.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.4% |
| 7D | -2.2% | -10.6% | +8.4% | -0.6% |
| 30D | +3.7% | -20.9% | +24.6% | +6.5% |
| 3M | +17.5% | +3.4% | +14.1% | +15.6% |
| 6M | +18.5% | +2.7% | +15.8% | +11.3% |
| YTD | -16.3% | +102.3% | -118.6% | -32.6% |
| 1Y | -29.7% | +182.1% | -211.8% | -48.3% |
| 3Y | +14.2% | -14.6% | +28.7% | -2.7% |
| 5Y | +2.5% | -55.9% | +58.4% | -21.1% |
| All | +45.7% | -78.8% | +124.5% | +10.5% |
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 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