-5.3%
FSLY vs RJF
+250.5%
-255.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.6% |
| 7D | +7.5% | -4.2% | +11.7% | +10.1% |
| 30D | -21.1% | -3.6% | -17.5% | -19.4% |
| 3M | +21.8% | +15.6% | +6.1% | +12.1% |
| 6M | -0.1% | +17.6% | -17.7% | -7.7% |
| YTD | +123.1% | +9.2% | +113.9% | +112.5% |
| 1Y | +208.6% | +5.5% | +203.0% | +200.1% |
| 3Y | -1.3% | +70.3% | -71.6% | -26.0% |
| 5Y | -48.4% | +106.0% | -154.4% | -62.7% |
| All | -5.3% | +250.5% | -255.9% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling