+1,504.8%
ASML vs RJF
+371.5%
+1,133.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.1% | +3.1% | +4.7% |
| 7D | -0.8% | +3.4% | -4.2% | -2.5% |
| 30D | -14.9% | +5.9% | -20.8% | -17.4% |
| 3M | -13.0% | -4.6% | -8.3% | -11.3% |
| 6M | -4.7% | +9.5% | -14.2% | -10.2% |
| YTD | +42.3% | +6.0% | +36.3% | +35.9% |
| 1Y | +49.7% | +4.3% | +45.4% | +44.0% |
| 3Y | +144.3% | +76.6% | +67.7% | +75.0% |
| 5Y | +86.4% | +80.6% | +5.8% | +31.2% |
| 10Y | +1,504.8% | +346.5% | +1,158.4% | +735.6% |
| All | +1,504.8% | +371.5% | +1,133.4% | +735.6% |
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