+803.7%
B vs RJF
+49,848.3%
-49,044.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.7% | -2.2% |
| 7D | -1.6% | -0.6% | -1.0% | -1.6% |
| 30D | +9.4% | -1.3% | +10.7% | +9.5% |
| 3M | +5.0% | +18.9% | -13.9% | +4.3% |
| 6M | -3.5% | +15.0% | -18.6% | -4.1% |
| YTD | +4.5% | +12.2% | -7.8% | +4.0% |
| 1Y | +67.8% | +5.6% | +62.1% | +67.3% |
| 3Y | +196.7% | +74.9% | +121.8% | +190.5% |
| 5Y | +151.9% | +106.6% | +45.3% | +144.8% |
| 10Y | +202.2% | +433.1% | -230.9% | +181.9% |
| All | +803.7% | +49,848.3% | -49,044.5% | +884.9% |
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