+75.5%
ASML vs RJF
+73.1%
+2.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.2% | +5.7% |
| 7D | -9.0% | +3.6% | -12.6% | -10.9% |
| 30D | -21.0% | +3.5% | -24.5% | -22.6% |
| 3M | -16.3% | -9.2% | -7.1% | -12.3% |
| 6M | -7.5% | +2.5% | -10.0% | -10.4% |
| YTD | +34.0% | +2.5% | +31.5% | +29.2% |
| 1Y | +39.3% | +2.3% | +37.0% | +34.3% |
| 3Y | +128.9% | +68.7% | +60.1% | +53.1% |
| All | +75.5% | +73.1% | +2.4% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling