-10.4%
DOW vs RJF
+265.9%
-276.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +1.0% |
| 7D | -2.9% | +1.8% | -4.7% | -4.0% |
| 30D | +2.0% | 0.0% | +2.0% | +1.7% |
| 3M | -12.5% | +18.0% | -30.5% | -21.6% |
| 6M | -9.2% | +17.0% | -26.2% | -19.0% |
| YTD | +30.8% | +11.1% | +19.7% | +19.6% |
| 1Y | +29.4% | +8.0% | +21.4% | +20.1% |
| 3Y | -34.6% | +73.3% | -107.8% | -57.3% |
| 5Y | -35.9% | +107.4% | -143.4% | -65.2% |
| All | -10.4% | +265.9% | -276.3% | -70.2% |
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