+358.0%
ALL vs RJF
+429.5%
-71.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | -4.3% | -4.2% | -0.1% | -2.6% |
| 30D | -3.6% | -3.6% | 0.0% | -2.2% |
| 3M | +13.2% | +15.6% | -2.4% | +6.4% |
| 6M | +22.5% | +17.6% | +4.9% | +14.1% |
| YTD | +22.7% | +9.2% | +13.5% | +17.1% |
| 1Y | +28.3% | +5.5% | +22.8% | +23.8% |
| 3Y | +152.0% | +70.3% | +81.7% | +92.5% |
| 5Y | +115.4% | +106.0% | +9.4% | +47.2% |
| All | +358.0% | +429.5% | -71.5% | +114.5% |
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