+56.1%
B vs RJF
+7.7%
+48.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | +9.5% | -2.0% | +11.5% | +10.0% |
| 3M | +14.3% | +16.3% | -2.0% | +9.8% |
| 6M | -1.9% | +16.9% | -18.8% | -6.3% |
| YTD | +4.1% | +10.4% | -6.4% | -0.2% |
| 1Y | +56.1% | +7.4% | +48.7% | +50.4% |
| All | +56.1% | +7.7% | +48.4% | +50.4% |
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