+208.8%
C vs RJF
+343.7%
-134.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.1% |
| 7D | -0.4% | +4.0% | -4.3% | -3.3% |
| 30D | -5.2% | +6.1% | -11.3% | -9.4% |
| 3M | -9.1% | -5.8% | -3.3% | -5.2% |
| 6M | -1.6% | +9.7% | -11.3% | -9.0% |
| YTD | +6.9% | +6.2% | +0.8% | +0.5% |
| 1Y | +23.0% | +5.3% | +17.7% | +16.3% |
| 3Y | +216.1% | +74.4% | +141.7% | +99.8% |
| 5Y | +112.2% | +81.6% | +30.7% | +23.7% |
| 10Y | +208.8% | +333.6% | -124.8% | -14.0% |
| All | +208.8% | +343.7% | -134.9% | -14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling