+144.5%
ASX vs RJF
+3.4%
+141.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | +22.1% | +1.5% | +20.6% | +21.7% |
| 30D | -23.8% | +6.7% | -30.5% | -24.2% |
| 3M | -7.6% | -7.3% | -0.3% | -5.8% |
| 6M | +6.9% | +9.8% | -2.8% | +4.8% |
| YTD | +127.7% | +5.6% | +122.0% | +116.0% |
| 1Y | +144.5% | +2.3% | +142.3% | +136.0% |
| All | +144.5% | +3.4% | +141.1% | +136.0% |
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 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