+32.8%
A vs RJF
+72.0%
-39.2%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.4% |
| 7D | -2.1% | +1.8% | -3.8% | -2.6% |
| 30D | +0.6% | 0.0% | +0.6% | +0.5% |
| 3M | +10.9% | +18.0% | -7.1% | +4.8% |
| 6M | +28.2% | +17.0% | +11.2% | +21.2% |
| YTD | +8.6% | +11.1% | -2.5% | +4.0% |
| 1Y | +15.5% | +8.0% | +7.6% | +11.4% |
| All | +32.8% | +72.0% | -39.2% | +4.3% |
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