+2,363.0%
D vs RJF
+47,157.9%
-44,794.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +2.4% | +4.0% | -1.6% | +1.8% |
| 30D | +10.9% | +6.1% | +4.8% | +9.9% |
| 3M | +2.8% | -5.8% | +8.7% | +3.7% |
| 6M | +12.7% | +9.7% | +3.0% | +10.9% |
| YTD | +20.3% | +6.2% | +14.2% | +18.7% |
| 1Y | +17.1% | +5.3% | +11.8% | +15.6% |
| 3Y | +75.1% | +74.4% | +0.7% | +58.8% |
| 5Y | +13.1% | +81.6% | -68.4% | +0.8% |
| 10Y | +48.3% | +333.6% | -285.3% | +13.3% |
| All | +2,363.0% | +47,157.9% | -44,794.8% | +1,126.3% |
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