+80,969.6%
ASML vs RJF
+10,599.4%
+70,370.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.2% | +5.6% |
| 7D | -9.0% | +3.6% | -12.6% | -10.7% |
| 30D | -21.0% | +3.5% | -24.5% | -22.5% |
| 3M | -16.3% | -8.9% | -7.4% | -12.9% |
| 6M | -7.5% | +2.9% | -10.4% | -10.1% |
| YTD | +34.0% | +2.8% | +31.2% | +29.9% |
| 1Y | +39.3% | +2.7% | +36.6% | +35.1% |
| 3Y | +128.9% | +69.3% | +59.6% | +70.0% |
| 5Y | +76.1% | +75.0% | +1.1% | +27.9% |
| 10Y | +1,428.4% | +378.5% | +1,049.9% | +531.4% |
| All | +80,969.6% | +10,599.4% | +70,370.2% | +6,606.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling