-1.6%
FSLY vs RNG
+70.0%
-71.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.4% | +8.7% | +6.0% |
| 7D | +3.5% | -0.8% | +4.3% | +3.6% |
| 30D | -6.4% | +11.4% | -17.8% | -10.5% |
| 3M | +10.9% | +72.1% | -61.2% | -11.8% |
| All | -1.6% | +70.0% | -71.6% | -25.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling