+4,998.1%
COO vs RJF
+46,882.3%
-41,884.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -2.3% | -0.9% | -1.4% | -2.1% |
| 30D | +13.3% | +5.3% | +7.9% | +11.9% |
| 3M | -18.1% | -6.8% | -11.2% | -16.6% |
| 6M | +6.7% | +11.4% | -4.7% | +3.7% |
| YTD | -23.2% | +5.5% | -28.8% | -24.5% |
| 1Y | -12.3% | +3.7% | -15.9% | -13.4% |
| 3Y | -23.6% | +73.4% | -97.0% | -34.3% |
| 5Y | -38.7% | +78.3% | -117.0% | -48.4% |
| 10Y | +42.2% | +328.4% | -286.2% | -6.7% |
| All | +4,998.1% | +46,882.3% | -41,884.2% | +1,124.0% |
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