+476.0%
A vs RJF
+4,146.1%
-3,670.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.1% | +1.3% |
| 7D | -1.9% | -0.6% | -1.3% | -1.7% |
| 30D | +6.9% | -1.3% | +8.2% | +7.3% |
| 3M | +9.2% | +18.9% | -9.6% | +0.4% |
| 6M | +25.7% | +15.0% | +10.6% | +16.9% |
| YTD | +11.5% | +12.2% | -0.7% | +4.3% |
| 1Y | +18.4% | +5.6% | +12.7% | +13.3% |
| 3Y | +26.6% | +74.9% | -48.3% | -5.8% |
| 5Y | -12.8% | +106.6% | -119.5% | -41.5% |
| 10Y | +247.2% | +433.1% | -185.9% | +37.8% |
| All | +476.0% | +4,146.1% | -3,670.0% | -48.8% |
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