-24.7%
COO vs RJF
+75.2%
-100.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.1% | +1.5% | -3.6% | -2.6% |
| 30D | +13.9% | +6.7% | +7.2% | +11.5% |
| 3M | -18.9% | -7.3% | -11.6% | -16.9% |
| 6M | +3.7% | +9.8% | -6.0% | +0.5% |
| YTD | -24.1% | +5.6% | -29.8% | -26.0% |
| 1Y | -14.2% | +2.3% | -16.5% | -15.5% |
| All | -24.7% | +75.2% | -100.0% | -36.9% |
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 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