-49.1%
COMP vs RJF
+121.5%
-170.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.2% |
| 7D | +2.2% | -0.9% | +3.1% | +3.0% |
| 30D | +16.3% | +5.3% | +11.0% | +11.9% |
| 3M | -19.1% | -6.8% | -12.3% | -14.1% |
| 6M | +17.1% | +11.4% | +5.7% | +7.3% |
| YTD | -2.9% | +5.5% | -8.5% | -7.5% |
| 1Y | +8.8% | +3.7% | +5.1% | +4.8% |
| 3Y | +423.5% | +73.4% | +350.0% | +198.0% |
| 5Y | -10.5% | +78.3% | -88.8% | -48.8% |
| All | -49.1% | +121.5% | -170.6% | -72.9% |
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 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