+238.4%
A vs RJF
+429.5%
-191.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -4.6% | -4.2% | -0.4% | -2.9% |
| 30D | -4.3% | -3.6% | -0.7% | -3.0% |
| 3M | +8.9% | +15.6% | -6.7% | +2.2% |
| 6M | +24.5% | +17.6% | +6.9% | +15.8% |
| YTD | +5.8% | +9.2% | -3.4% | +0.9% |
| 1Y | +16.2% | +5.5% | +10.7% | +12.0% |
| 3Y | +28.5% | +70.3% | -41.9% | -0.6% |
| 5Y | -16.3% | +106.0% | -122.4% | -41.5% |
| All | +238.4% | +429.5% | -191.1% | +55.0% |
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