+1,644.6%
ASML vs RJF
+432.3%
+1,212.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.7% | +4.9% |
| 7D | +1.1% | -0.6% | +1.7% | +1.3% |
| 30D | +2.2% | -1.3% | +3.4% | +2.6% |
| 3M | -2.3% | +18.9% | -21.2% | -11.3% |
| 6M | +23.0% | +15.0% | +7.9% | +13.6% |
| YTD | +61.1% | +12.2% | +48.8% | +50.1% |
| 1Y | +129.1% | +5.6% | +123.5% | +119.3% |
| 3Y | +165.4% | +74.9% | +90.5% | +92.2% |
| 5Y | +109.5% | +106.6% | +2.8% | +39.1% |
| All | +1,644.6% | +432.3% | +1,212.3% | +697.2% |
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 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