-52.4%
FSLY vs RGEN
-42.7%
-9.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.1% |
| 7D | +3.5% | -0.9% | +4.3% | +3.9% |
| 30D | -6.4% | +2.8% | -9.2% | -8.0% |
| 3M | +10.9% | +34.5% | -23.6% | -6.2% |
| 6M | +6.7% | +40.5% | -33.8% | -13.4% |
| YTD | +111.1% | +2.8% | +108.3% | +99.4% |
| 1Y | +185.8% | +39.6% | +146.1% | +124.1% |
| 3Y | -6.6% | +4.4% | -11.0% | -21.9% |
| 5Y | -52.4% | -42.8% | -9.6% | -49.9% |
| All | -52.4% | -42.7% | -9.7% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling