-28.1%
FSLY vs RGEN
+148.1%
-176.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.7% |
| 7D | -17.9% | -3.1% | -14.8% | -15.9% |
| 30D | -34.7% | +0.1% | -34.8% | -34.1% |
| 3M | -40.0% | +4.8% | -44.8% | -41.7% |
| 6M | -11.8% | +48.9% | -60.8% | -30.5% |
| YTD | +69.5% | +5.3% | +64.2% | +56.9% |
| 1Y | +44.0% | +12.5% | +31.5% | +28.2% |
| 3Y | +5.2% | +17.0% | -11.7% | -18.7% |
| 5Y | -65.6% | -35.4% | -30.2% | -63.6% |
| All | -28.1% | +148.1% | -176.1% | -63.1% |
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