-5.3%
FSLY vs RGEN
+137.2%
-142.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.7% | +6.8% |
| 7D | +11.2% | -4.6% | +15.7% | +13.8% |
| 30D | -18.2% | +1.2% | -19.3% | -19.0% |
| 3M | +21.9% | +26.8% | -4.9% | +5.1% |
| 6M | +4.0% | +29.1% | -25.0% | -13.1% |
| YTD | +123.1% | +0.7% | +122.4% | +111.0% |
| 1Y | +196.9% | +39.1% | +157.8% | +129.1% |
| 3Y | -1.3% | +2.2% | -3.5% | -18.3% |
| 5Y | -50.2% | -44.0% | -6.2% | -43.4% |
| All | -5.3% | +137.2% | -142.5% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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