-14.2%
FSLY vs RNG
-40.1%
+25.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.4% | -0.2% |
| 7D | -10.6% | +5.8% | -16.4% | -13.7% |
| 30D | -20.9% | +19.6% | -40.5% | -29.1% |
| 3M | +3.4% | +67.0% | -63.6% | -27.0% |
| 6M | +2.7% | +88.4% | -85.6% | -33.6% |
| YTD | +102.3% | +155.5% | -53.2% | +0.4% |
| 1Y | +182.1% | +141.7% | +40.4% | +43.0% |
| 3Y | -14.6% | +131.1% | -145.6% | -58.7% |
| 5Y | -55.9% | -70.6% | +14.7% | -21.4% |
| All | -14.2% | -40.1% | +25.9% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling