+2,271.9%
D vs RJF
+49,848.3%
-47,576.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.2% |
| 7D | +0.4% | -0.6% | +1.0% | +0.5% |
| 30D | -3.6% | -1.3% | -2.3% | -3.4% |
| 3M | -1.0% | +18.9% | -19.9% | -3.6% |
| 6M | +6.3% | +15.0% | -8.8% | +3.8% |
| YTD | +14.7% | +12.2% | +2.5% | +12.3% |
| 1Y | +16.9% | +5.6% | +11.3% | +15.3% |
| 3Y | +56.8% | +74.9% | -18.1% | +42.2% |
| 5Y | +5.2% | +106.6% | -101.4% | -8.1% |
| 10Y | +35.9% | +433.1% | -397.2% | +0.8% |
| All | +2,271.9% | +49,848.3% | -47,576.4% | +1,071.6% |
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