+1,557.1%
ASML vs RJF
+326.9%
+1,230.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | +4.9% | +3.6% | +1.4% | +3.2% |
| 30D | -9.3% | +7.2% | -16.5% | -12.5% |
| 3M | -19.0% | -6.5% | -12.5% | -16.6% |
| 6M | -5.2% | +10.3% | -15.5% | -11.1% |
| YTD | +40.6% | +6.5% | +34.1% | +33.9% |
| 1Y | +47.5% | +6.1% | +41.4% | +40.7% |
| 3Y | +133.9% | +74.9% | +59.0% | +68.0% |
| 5Y | +83.8% | +81.3% | +2.4% | +28.8% |
| All | +1,557.1% | +326.9% | +1,230.2% | +723.7% |
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