+325.3%
ASX vs RJF
+67.6%
+257.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.2% | +7.6% | +6.9% |
| 7D | -19.9% | +3.6% | -23.5% | -20.9% |
| 30D | -30.9% | +3.5% | -34.4% | -31.7% |
| 3M | -15.1% | -8.9% | -6.2% | -12.1% |
| 6M | -6.5% | +2.9% | -9.3% | -8.2% |
| YTD | +98.4% | +2.8% | +95.6% | +92.7% |
| 1Y | +107.9% | +2.7% | +105.2% | +101.8% |
| 3Y | +325.3% | +69.3% | +256.0% | +200.6% |
| All | +325.3% | +67.6% | +257.7% | +200.6% |
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