+998.2%
C vs RJF
+45,668.0%
-44,669.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.3% |
| 7D | -2.4% | +3.6% | -5.9% | -4.7% |
| 30D | -6.0% | +3.5% | -9.5% | -8.2% |
| 3M | -10.5% | -8.9% | -1.6% | -5.1% |
| 6M | -5.7% | +2.9% | -8.6% | -8.2% |
| YTD | +4.1% | +2.8% | +1.3% | +1.0% |
| 1Y | +20.5% | +2.7% | +17.8% | +16.9% |
| 3Y | +208.1% | +69.3% | +138.8% | +113.4% |
| 5Y | +110.4% | +75.0% | +35.4% | +38.5% |
| 10Y | +234.6% | +378.5% | -143.9% | +14.4% |
| All | +998.2% | +45,668.0% | -44,669.7% | -30.5% |
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