+45.3%
FSLY vs RNG
+176.7%
-131.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.7% | -3.1% |
| 7D | +4.9% | +4.6% | +0.3% | +3.2% |
| 30D | -33.5% | +0.4% | -33.9% | -32.7% |
| 3M | -44.6% | +11.4% | -56.1% | -45.6% |
| 6M | -9.2% | +95.7% | -104.9% | -25.0% |
| YTD | +63.3% | +162.9% | -99.6% | +24.2% |
| 1Y | +45.3% | +180.3% | -135.0% | +1.1% |
| All | +45.3% | +176.7% | -131.4% | +1.1% |
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