+108.6%
ASML vs RJF
+106.8%
+1.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.7% | +5.0% |
| 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% | -12.4% |
| 6M | +23.0% | +15.0% | +7.9% | +12.4% |
| YTD | +61.1% | +12.2% | +48.8% | +48.5% |
| 1Y | +129.1% | +5.6% | +123.5% | +117.9% |
| 3Y | +165.4% | +74.9% | +90.5% | +77.3% |
| All | +108.6% | +106.8% | +1.8% | +26.0% |
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