-48.4%
FSLY vs RNG
-70.1%
+21.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.5% |
| 7D | +7.5% | -9.6% | +17.1% | +13.4% |
| 30D | -21.1% | +8.8% | -29.9% | -25.1% |
| 3M | +21.8% | +78.6% | -56.9% | -15.1% |
| 6M | -0.1% | +70.3% | -70.4% | -29.2% |
| YTD | +123.1% | +140.3% | -17.3% | +20.8% |
| 1Y | +208.6% | +126.6% | +82.0% | +71.0% |
| 3Y | -1.3% | +120.2% | -121.5% | -48.0% |
| 5Y | -48.4% | -68.3% | +19.9% | -18.5% |
| All | -48.4% | -70.1% | +21.7% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling