+3.9%
D vs RJF
+106.2%
-102.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.8% |
| 3M | -0.7% | +16.3% | -17.1% | -3.0% |
| 6M | +5.6% | +16.9% | -11.3% | +3.0% |
| YTD | +14.6% | +10.4% | +4.1% | +12.4% |
| 1Y | +15.3% | +7.4% | +7.9% | +13.6% |
| 3Y | +59.1% | +72.2% | -13.1% | +42.3% |
| 5Y | +3.9% | +105.1% | -101.2% | -7.7% |
| All | +3.9% | +106.2% | -102.3% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling