+148.0%
ADBE vs RJF
+429.5%
-281.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.9% |
| 7D | -12.9% | -4.2% | -8.7% | -11.4% |
| 30D | -5.6% | -3.6% | -2.0% | -4.3% |
| 3M | +6.6% | +15.6% | -9.0% | +0.5% |
| 6M | -9.6% | +17.6% | -27.2% | -15.6% |
| YTD | -28.9% | +9.2% | -38.1% | -31.9% |
| 1Y | -28.9% | +5.5% | -34.5% | -31.1% |
| 3Y | -55.6% | +70.3% | -125.9% | -65.4% |
| 5Y | -62.2% | +106.0% | -168.3% | -73.1% |
| All | +148.0% | +429.5% | -281.5% | +23.7% |
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