+85.6%
ES vs RJF
+371.5%
-285.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.1% |
| 7D | -0.1% | +3.4% | -3.5% | -0.8% |
| 30D | +5.7% | +5.9% | -0.2% | +4.4% |
| 3M | -2.8% | -4.6% | +1.8% | -2.0% |
| 6M | +7.0% | +9.5% | -2.5% | +4.7% |
| YTD | +6.8% | +6.0% | +0.8% | +4.8% |
| 1Y | -0.5% | +4.3% | -4.8% | -2.1% |
| 3Y | +47.2% | +76.6% | -29.4% | +26.9% |
| 5Y | +2.3% | +80.6% | -78.3% | -13.9% |
| 10Y | +85.6% | +346.5% | -260.8% | +30.5% |
| All | +85.6% | +371.5% | -285.8% | +30.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling