+21.8%
DOW vs RJF
+5.1%
+16.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | -1.4% | -2.7% | +1.3% | -1.3% |
| 30D | -3.9% | -4.3% | +0.3% | -3.8% |
| 3M | -12.7% | +15.7% | -28.4% | -13.8% |
| 6M | -13.7% | +17.8% | -31.5% | -14.8% |
| YTD | +28.4% | +9.2% | +19.2% | +28.0% |
| 1Y | +21.8% | +2.8% | +19.0% | +21.3% |
| All | +21.8% | +5.1% | +16.7% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling