+426.2%
COMP vs RJF
+75.0%
+351.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.1% |
| 7D | +2.2% | -0.9% | +3.1% | +2.9% |
| 30D | +16.3% | +5.3% | +11.0% | +13.0% |
| 3M | -19.1% | -6.8% | -12.3% | -15.5% |
| 6M | +17.1% | +11.4% | +5.7% | +10.3% |
| YTD | -2.9% | +5.5% | -8.5% | -6.3% |
| 1Y | +8.8% | +3.7% | +5.1% | +5.8% |
| All | +426.2% | +75.0% | +351.1% | +208.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling