+406.2%
ASX vs RJF
+77.4%
+328.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.8% |
| 7D | -0.7% | -0.6% | -0.1% | -0.5% |
| 30D | +2.0% | -1.3% | +3.2% | +2.3% |
| 3M | -1.3% | +18.9% | -20.2% | -8.8% |
| 6M | +71.4% | +15.0% | +56.4% | +60.4% |
| YTD | +135.3% | +12.2% | +123.1% | +120.9% |
| 1Y | +267.5% | +5.6% | +261.8% | +253.8% |
| All | +406.2% | +77.4% | +328.9% | +266.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling