+23.6%
OWL vs FSLY
-82.9%
+106.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.5% |
| 7D | +1.5% | +4.9% | -3.3% | +0.8% |
| 30D | +13.4% | -33.5% | +47.0% | +18.8% |
| 3M | -21.2% | -44.6% | +23.4% | -16.2% |
| 6M | +4.0% | -9.2% | +13.2% | +1.8% |
| YTD | -29.0% | +63.3% | -92.3% | -42.2% |
| 1Y | -28.4% | +45.3% | -73.7% | -40.6% |
| 3Y | -14.5% | +3.7% | -18.3% | -32.2% |
| 5Y | -21.5% | -67.2% | +45.7% | -38.6% |
| All | +23.6% | -82.9% | +106.5% | -5.3% |
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 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