+688.8%
B vs RJF
+46,882.4%
-46,193.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.6% |
| 7D | -2.7% | -0.9% | -1.7% | -2.6% |
| 30D | -4.3% | +5.3% | -9.7% | -4.5% |
| 3M | -2.3% | -6.8% | +4.6% | -2.1% |
| 6M | -16.2% | +11.4% | -27.7% | -16.6% |
| YTD | -8.8% | +5.5% | -14.4% | -9.1% |
| 1Y | +11.4% | +3.7% | +7.7% | +11.1% |
| 3Y | +174.3% | +73.4% | +100.9% | +168.7% |
| 5Y | +116.2% | +78.3% | +37.8% | +111.1% |
| 10Y | +222.7% | +328.4% | -105.7% | +203.6% |
| All | +688.8% | +46,882.4% | -46,193.5% | +761.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling