+314.7%
A vs RJF
+326.9%
-12.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -0.5% | +3.6% | -4.0% | -1.8% |
| 30D | 0.0% | +7.2% | -7.3% | -2.8% |
| 3M | +16.7% | -6.5% | +23.2% | +19.4% |
| 6M | +54.8% | +10.3% | +44.5% | +47.4% |
| YTD | +28.8% | +6.5% | +22.3% | +23.7% |
| 1Y | +19.3% | +6.1% | +13.2% | +14.7% |
| 3Y | +65.5% | +74.9% | -9.3% | +26.3% |
| 5Y | +12.1% | +81.3% | -69.3% | -17.6% |
| All | +314.7% | +326.9% | -12.3% | +112.1% |
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