+153.8%
B vs RJF
+105.7%
+48.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | +2.3% | +1.8% | +0.6% | +2.2% |
| 30D | +1.4% | 0.0% | +1.4% | +1.3% |
| 3M | +12.2% | +18.0% | -5.8% | +10.8% |
| 6M | -2.1% | +17.0% | -19.1% | -3.3% |
| YTD | +2.9% | +11.1% | -8.2% | +2.0% |
| 1Y | +55.3% | +8.0% | +47.3% | +54.0% |
| 3Y | +198.7% | +73.3% | +125.4% | +188.9% |
| 5Y | +153.8% | +107.4% | +46.3% | +154.0% |
| All | +153.8% | +105.7% | +48.1% | +154.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling