+164.3%
FSLY vs RNG
+179.4%
-15.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -22.2% | -9.6% | -12.6% | -19.4% |
| 30D | -19.1% | -1.4% | -17.7% | -18.2% |
| 3M | -15.7% | +28.8% | -44.5% | -20.7% |
| 6M | -23.5% | +65.6% | -89.1% | -33.3% |
| YTD | +106.6% | +171.4% | -64.8% | +58.2% |
| 1Y | +164.3% | +185.3% | -21.1% | +100.3% |
| All | +164.3% | +179.4% | -15.2% | +100.3% |
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