+11,573.1%
COST vs RJF
+49,058.2%
-37,485.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -2.8% | -0.3% | -2.5% | -2.7% |
| 30D | -5.3% | -2.0% | -3.2% | -4.8% |
| 3M | -6.7% | +16.3% | -23.0% | -10.2% |
| 6M | -9.9% | +16.9% | -26.9% | -13.7% |
| YTD | +5.1% | +10.4% | -5.3% | +2.0% |
| 1Y | -7.3% | +7.4% | -14.7% | -9.7% |
| 3Y | +70.4% | +72.2% | -1.8% | +45.4% |
| 5Y | +104.4% | +105.1% | -0.7% | +64.8% |
| 10Y | +609.0% | +430.9% | +178.1% | +327.5% |
| All | +11,573.1% | +49,058.2% | -37,485.1% | +2,126.2% |
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