-14.2%
FSLY vs RJF
+260.2%
-274.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -1.0% | -1.6% |
| 7D | -10.6% | -0.6% | -10.0% | -10.2% |
| 30D | -20.9% | -1.3% | -19.6% | -20.1% |
| 3M | +3.4% | +18.9% | -15.5% | -6.3% |
| 6M | +2.7% | +15.0% | -12.3% | -4.0% |
| YTD | +102.3% | +12.2% | +90.0% | +89.8% |
| 1Y | +182.1% | +5.6% | +176.4% | +173.9% |
| 3Y | -14.6% | +74.9% | -89.4% | -36.9% |
| 5Y | -55.9% | +106.6% | -162.5% | -68.4% |
| All | -14.2% | +260.2% | -274.3% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling