+193.5%
FSLY vs RNG
+128.1%
+65.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +12.5% | -6.1% | +18.6% | +14.3% |
| 30D | -18.8% | +9.6% | -28.4% | -21.1% |
| 3M | +22.7% | +83.3% | -60.7% | +1.9% |
| 6M | -3.7% | +77.9% | -81.6% | -19.4% |
| YTD | +127.5% | +139.9% | -12.4% | +74.8% |
| 1Y | +193.5% | +121.7% | +71.9% | +134.7% |
| All | +193.5% | +128.1% | +65.5% | +134.7% |
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 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