-3.2%
FSLY vs RNG
+122.1%
-125.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +6.0% |
| 7D | +11.2% | -4.1% | +15.2% | +13.0% |
| 30D | -18.2% | +8.6% | -26.8% | -21.5% |
| 3M | +21.9% | +78.0% | -56.1% | -8.9% |
| 6M | +4.0% | +67.0% | -63.0% | -20.6% |
| YTD | +123.1% | +142.4% | -19.3% | +34.6% |
| 1Y | +196.9% | +120.4% | +76.4% | +87.4% |
| All | -3.2% | +122.1% | -125.3% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling