+208.6%
FSLY vs RJF
+6.3%
+202.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.8% |
| 7D | +7.5% | -4.2% | +11.7% | +10.9% |
| 30D | -21.1% | -3.6% | -17.5% | -18.9% |
| 3M | +21.8% | +15.6% | +6.1% | +10.7% |
| 6M | -0.1% | +17.6% | -17.7% | -7.6% |
| YTD | +123.1% | +9.2% | +113.9% | +103.1% |
| 1Y | +208.6% | +5.5% | +203.0% | +187.5% |
| All | +208.6% | +6.3% | +202.3% | +187.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling