-3.2%
FSLY vs RJF
+71.0%
-74.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +6.2% |
| 7D | +11.2% | -0.3% | +11.4% | +11.4% |
| 30D | -18.2% | -2.0% | -16.1% | -16.8% |
| 3M | +21.9% | +16.3% | +5.6% | +8.4% |
| 6M | +4.0% | +16.9% | -12.9% | -6.2% |
| YTD | +123.1% | +10.4% | +112.6% | +105.5% |
| 1Y | +196.9% | +7.4% | +189.4% | +179.7% |
| All | -3.2% | +71.0% | -74.2% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling