+432.3%
ASX vs RJF
+106.8%
+325.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.0% |
| 7D | -0.7% | -0.6% | -0.1% | -0.5% |
| 30D | +2.0% | -1.3% | +3.2% | +2.4% |
| 3M | -1.3% | +18.9% | -20.2% | -10.2% |
| 6M | +71.4% | +15.0% | +56.4% | +58.4% |
| YTD | +135.3% | +12.2% | +123.1% | +118.6% |
| 1Y | +267.5% | +5.6% | +261.8% | +250.9% |
| 3Y | +388.5% | +74.9% | +313.6% | +244.3% |
| All | +432.3% | +106.8% | +325.5% | +236.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling