+182.1%
FSLY vs RNG
+144.7%
+37.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.4% | -1.4% |
| 7D | -10.6% | +5.8% | -16.4% | -12.1% |
| 30D | -20.9% | +19.6% | -40.5% | -24.9% |
| 3M | +3.4% | +67.0% | -63.6% | -11.5% |
| 6M | +2.7% | +88.4% | -85.6% | -15.7% |
| YTD | +102.3% | +155.5% | -53.2% | +52.0% |
| 1Y | +182.1% | +141.7% | +40.4% | +119.1% |
| All | +182.1% | +144.7% | +37.3% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling