+5,537.7%
COO vs RJF
+49,848.3%
-44,310.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.1% |
| 7D | -2.2% | -0.6% | -1.6% | -2.1% |
| 30D | -7.0% | -1.3% | -5.8% | -6.7% |
| 3M | +12.2% | +18.9% | -6.7% | +7.3% |
| 6M | -15.1% | +15.0% | -30.2% | -18.2% |
| YTD | -15.1% | +12.2% | -27.3% | -17.9% |
| 1Y | +2.3% | +5.6% | -3.3% | +0.4% |
| 3Y | -23.7% | +74.9% | -98.5% | -34.7% |
| 5Y | -38.9% | +106.6% | -145.6% | -50.5% |
| 10Y | +49.9% | +433.1% | -383.1% | -6.8% |
| All | +5,537.7% | +49,848.3% | -44,310.6% | +1,232.0% |
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