-35.5%
DOW vs RJF
+101.5%
-137.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.3% |
| 7D | -2.4% | -4.2% | +1.8% | -0.6% |
| 30D | -4.1% | -3.6% | -0.5% | -2.8% |
| 3M | -12.4% | +15.6% | -28.1% | -18.2% |
| 6M | -10.6% | +17.6% | -28.2% | -17.8% |
| YTD | +31.1% | +9.2% | +21.9% | +24.3% |
| 1Y | +30.5% | +5.5% | +25.0% | +25.5% |
| 3Y | -34.4% | +70.3% | -104.7% | -51.5% |
| 5Y | -35.5% | +106.0% | -141.5% | -59.8% |
| All | -35.5% | +101.5% | -137.0% | -59.8% |
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