+48.3%
D vs RJF
+343.7%
-295.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +2.4% | +4.0% | -1.6% | +1.5% |
| 30D | +10.9% | +6.1% | +4.8% | +9.4% |
| 3M | +2.8% | -5.8% | +8.7% | +4.1% |
| 6M | +12.7% | +9.7% | +3.0% | +9.9% |
| YTD | +20.3% | +6.2% | +14.2% | +17.7% |
| 1Y | +17.1% | +5.3% | +11.8% | +14.7% |
| 3Y | +75.1% | +74.4% | +0.7% | +48.4% |
| 5Y | +13.1% | +81.6% | -68.4% | -7.2% |
| 10Y | +48.3% | +333.6% | -285.3% | -2.8% |
| All | +48.3% | +343.7% | -295.4% | -2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling