+1,055.1%
ASX vs RJF
+323.1%
+732.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.6% | +7.2% | +6.8% |
| 7D | +0.8% | -0.9% | +1.8% | +1.5% |
| 30D | -20.4% | +5.3% | -25.8% | -22.2% |
| 3M | -2.1% | -6.8% | +4.7% | +0.6% |
| 6M | +8.2% | +11.4% | -3.2% | +2.1% |
| YTD | +137.3% | +5.5% | +131.7% | +128.3% |
| 1Y | +155.0% | +3.7% | +151.3% | +147.2% |
| 3Y | +397.9% | +73.4% | +324.5% | +277.1% |
| 5Y | +529.2% | +78.3% | +450.9% | +365.1% |
| All | +1,055.1% | +323.1% | +732.0% | +509.2% |
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