-30.7%
FSLY vs RNG
-38.4%
+7.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.7% | -2.9% |
| 7D | +4.9% | +4.6% | +0.3% | +2.1% |
| 30D | -33.5% | +0.4% | -33.9% | -32.8% |
| 3M | -44.6% | +11.4% | -56.1% | -47.5% |
| 6M | -9.2% | +95.7% | -104.9% | -41.6% |
| YTD | +63.3% | +162.9% | -99.6% | -19.0% |
| 1Y | +45.3% | +180.3% | -135.0% | -31.2% |
| 3Y | +3.7% | +188.3% | -184.6% | -56.2% |
| 5Y | -67.2% | -72.5% | +5.4% | -35.5% |
| All | -30.7% | -38.4% | +7.6% | -8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling