+371.6%
ALL vs RJF
+326.9%
+44.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | 0.0% |
| 7D | +5.0% | +3.6% | +1.5% | +3.5% |
| 30D | +13.3% | +7.2% | +6.1% | +10.0% |
| 3M | +3.2% | -6.5% | +9.7% | +6.0% |
| 6M | +25.3% | +10.3% | +15.0% | +19.9% |
| YTD | +30.5% | +6.5% | +23.9% | +25.6% |
| 1Y | +29.2% | +6.1% | +23.1% | +24.4% |
| 3Y | +119.1% | +74.9% | +44.2% | +64.9% |
| 5Y | +162.6% | +81.3% | +81.3% | +89.2% |
| All | +371.6% | +326.9% | +44.7% | +130.0% |
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