+2,358.4%
D vs RJF
+47,070.7%
-44,712.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.0% |
| 7D | +0.8% | +3.4% | -2.6% | +0.3% |
| 30D | +10.7% | +5.9% | +4.8% | +9.8% |
| 3M | +2.3% | -4.6% | +6.9% | +2.9% |
| 6M | +12.5% | +9.5% | +3.0% | +10.7% |
| YTD | +20.1% | +6.0% | +14.1% | +18.5% |
| 1Y | +15.6% | +4.3% | +11.2% | +14.2% |
| 3Y | +75.2% | +76.6% | -1.4% | +58.5% |
| 5Y | +14.6% | +80.6% | -66.0% | +2.2% |
| 10Y | +43.8% | +346.5% | -302.7% | +9.4% |
| All | +2,358.4% | +47,070.7% | -44,712.4% | +1,124.3% |
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