+28.9%
ALL vs RJF
+4.7%
+24.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -2.6% | -0.9% | -1.6% | -2.4% |
| 30D | +12.7% | +5.3% | +7.4% | +11.4% |
| 3M | +0.4% | -6.8% | +7.2% | +1.2% |
| 6M | +23.8% | +11.4% | +12.4% | +21.9% |
| YTD | +27.8% | +5.5% | +22.2% | +25.8% |
| 1Y | +28.9% | +3.7% | +25.2% | +26.4% |
| All | +28.9% | +4.7% | +24.2% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling