+211.9%
B vs RJF
+428.4%
-216.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | +9.5% | -2.0% | +11.5% | +9.6% |
| 3M | +14.3% | +16.3% | -2.0% | +13.9% |
| 6M | -1.9% | +16.9% | -18.8% | -2.3% |
| YTD | +4.1% | +10.4% | -6.4% | +3.7% |
| 1Y | +56.1% | +7.4% | +48.7% | +55.6% |
| 3Y | +202.0% | +72.2% | +129.8% | +199.1% |
| 5Y | +158.8% | +105.1% | +53.7% | +157.6% |
| 10Y | +211.9% | +430.9% | -219.0% | +213.2% |
| All | +211.9% | +428.4% | -216.5% | +213.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling