+38.5%
D vs RJF
+428.4%
-389.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -0.4% | -0.3% | -0.2% | -0.4% |
| 30D | -2.1% | -2.0% | -0.1% | -1.7% |
| 3M | -0.7% | +16.3% | -17.1% | -4.2% |
| 6M | +5.6% | +16.9% | -11.3% | +1.5% |
| YTD | +14.6% | +10.4% | +4.1% | +11.3% |
| 1Y | +15.3% | +7.4% | +7.9% | +12.5% |
| 3Y | +59.1% | +72.2% | -13.1% | +36.1% |
| 5Y | +3.9% | +105.1% | -101.2% | -16.9% |
| 10Y | +38.5% | +430.9% | -392.4% | -8.9% |
| All | +38.5% | +428.4% | -389.9% | -8.9% |
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