+249.2%
ASX vs RJF
+8.4%
+240.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.2% |
| 7D | +6.3% | +1.8% | +4.5% | +6.0% |
| 30D | +6.4% | 0.0% | +6.4% | +6.4% |
| 3M | +13.1% | +18.0% | -4.8% | +9.3% |
| 6M | +90.3% | +17.0% | +73.3% | +83.0% |
| YTD | +149.6% | +11.1% | +138.5% | +140.1% |
| 1Y | +249.2% | +8.0% | +241.2% | +236.7% |
| All | +249.2% | +8.4% | +240.8% | +236.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling