-6.7%
COO vs RJF
+7.8%
-14.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.3% | +1.6% | +4.2% |
| 7D | +8.4% | +7.2% | +1.3% | +5.7% |
| 30D | +13.5% | +4.9% | +8.6% | +11.4% |
| 3M | -13.8% | -5.5% | -8.2% | -12.3% |
| 6M | +4.7% | +8.0% | -3.2% | +2.1% |
| YTD | -21.4% | +6.2% | -27.6% | -24.1% |
| 1Y | -6.7% | +7.8% | -14.5% | -10.9% |
| All | -6.7% | +7.8% | -14.6% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling