+1,163.5%
C vs RJF
+49,848.3%
-48,684.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | +0.7% |
| 7D | +3.6% | -0.6% | +4.2% | +4.0% |
| 30D | +0.1% | -1.3% | +1.3% | +0.8% |
| 3M | +2.4% | +18.9% | -16.5% | -9.0% |
| 6M | +24.9% | +15.0% | +9.9% | +13.2% |
| YTD | +19.8% | +12.2% | +7.6% | +9.9% |
| 1Y | +44.9% | +5.6% | +39.2% | +38.1% |
| 3Y | +263.0% | +74.9% | +188.1% | +145.8% |
| 5Y | +129.5% | +106.6% | +22.9% | +35.5% |
| 10Y | +291.6% | +433.1% | -141.5% | +24.7% |
| All | +1,163.5% | +49,848.3% | -48,684.8% | -24.4% |
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