-66.5%
FSLY vs RGEN
-35.5%
-31.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.7% |
| 7D | +4.9% | -3.3% | +8.1% | +6.4% |
| 30D | -33.5% | -5.8% | -27.7% | -30.9% |
| 3M | -44.6% | +0.2% | -44.8% | -44.9% |
| 6M | -9.2% | +56.8% | -66.0% | -29.3% |
| YTD | +63.3% | +2.4% | +60.9% | +54.6% |
| 1Y | +45.3% | +11.4% | +33.8% | +31.2% |
| 3Y | +3.7% | +15.2% | -11.4% | -18.6% |
| All | -66.5% | -35.5% | -31.0% | -66.6% |
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