+198.7%
B vs RJF
+76.7%
+122.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | +2.3% | +1.8% | +0.6% | +2.1% |
| 30D | +1.4% | 0.0% | +1.4% | +1.3% |
| 3M | +12.2% | +18.0% | -5.8% | +9.8% |
| 6M | -2.1% | +17.0% | -19.1% | -4.3% |
| YTD | +2.9% | +11.1% | -8.2% | +1.2% |
| 1Y | +55.3% | +8.0% | +47.3% | +53.0% |
| 3Y | +198.7% | +73.3% | +125.4% | +180.8% |
| All | +198.7% | +76.7% | +122.0% | +180.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling