+3,245.6%
ASX vs RJF
+2,374.5%
+871.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.1% | +5.6% | +7.4% |
| 7D | -12.3% | +3.4% | -15.7% | -13.3% |
| 30D | -26.0% | +5.9% | -31.9% | -27.6% |
| 3M | -8.1% | -4.6% | -3.5% | -6.6% |
| 6M | +1.4% | +9.5% | -8.1% | -3.1% |
| YTD | +115.6% | +6.0% | +109.6% | +108.1% |
| 1Y | +128.0% | +4.3% | +123.7% | +121.4% |
| 3Y | +371.4% | +76.6% | +294.8% | +267.8% |
| 5Y | +469.4% | +80.6% | +388.8% | +336.2% |
| 10Y | +842.6% | +346.5% | +496.2% | +380.3% |
| All | +3,245.6% | +2,374.5% | +871.0% | +502.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling