-50.2%
FSLY vs RJF
+106.2%
-156.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.6% |
| 3M | +21.9% | +16.3% | +5.6% | +6.2% |
| 6M | +4.0% | +16.9% | -12.9% | -8.1% |
| YTD | +123.1% | +10.4% | +112.6% | +103.0% |
| 1Y | +196.9% | +7.4% | +189.4% | +177.0% |
| 3Y | -1.3% | +72.2% | -73.5% | -43.8% |
| 5Y | -50.2% | +105.1% | -155.3% | -74.7% |
| All | -50.2% | +106.2% | -156.4% | -74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling