+93.0%
ASML vs RJF
+81.1%
+11.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.5% |
| 7D | -2.9% | +4.0% | -6.8% | -4.9% |
| 30D | -15.2% | +6.1% | -21.3% | -18.0% |
| 3M | -12.9% | -5.8% | -7.1% | -10.4% |
| 6M | -5.0% | +9.7% | -14.7% | -11.3% |
| YTD | +41.8% | +6.2% | +35.6% | +34.3% |
| 1Y | +46.0% | +5.3% | +40.8% | +38.9% |
| 3Y | +133.5% | +74.4% | +59.0% | +53.6% |
| 5Y | +93.0% | +81.6% | +11.4% | +21.9% |
| All | +93.0% | +81.1% | +11.9% | +21.9% |
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