+29.4%
B vs RJF
+7.8%
+21.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.3% | +4.0% | +7.1% |
| 7D | +1.1% | +7.2% | -6.1% | -0.6% |
| 30D | +0.3% | +4.9% | -4.6% | -0.9% |
| 3M | +5.4% | -5.5% | +11.0% | +6.8% |
| 6M | +5.5% | +8.0% | -2.4% | +3.0% |
| YTD | -6.3% | +6.2% | -12.5% | -10.5% |
| 1Y | +29.4% | +7.8% | +21.6% | +21.9% |
| All | +29.4% | +7.8% | +21.5% | +21.9% |
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 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