+4,938.2%
COO vs RJF
+46,927.3%
-41,989.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.1% | +1.5% | -3.6% | -2.4% |
| 30D | +13.9% | +6.7% | +7.2% | +12.1% |
| 3M | -18.9% | -7.3% | -11.6% | -17.3% |
| 6M | +3.7% | +9.8% | -6.0% | +1.2% |
| YTD | -24.1% | +5.6% | -29.8% | -25.4% |
| 1Y | -14.2% | +2.3% | -16.5% | -15.0% |
| 3Y | -24.5% | +73.6% | -98.0% | -35.1% |
| 5Y | -40.4% | +79.9% | -120.3% | -49.9% |
| 10Y | +40.5% | +328.8% | -288.3% | -7.8% |
| All | +4,938.2% | +46,927.3% | -41,989.1% | +1,109.3% |
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