+150.1%
ALL vs RJF
+71.0%
+79.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.2% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | -5.6% | -2.0% | -3.6% | -5.1% |
| 3M | +17.2% | +16.3% | +0.9% | +12.9% |
| 6M | +23.2% | +16.9% | +6.3% | +18.5% |
| YTD | +23.6% | +10.4% | +13.2% | +19.8% |
| 1Y | +29.2% | +7.4% | +21.8% | +25.9% |
| All | +150.1% | +71.0% | +79.1% | +117.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling