+97.3%
ES vs RJF
+326.9%
-229.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +2.7% | +3.6% | -0.9% | +1.9% |
| 30D | +7.6% | +7.2% | +0.3% | +6.0% |
| 3M | +0.5% | -6.5% | +7.0% | +1.8% |
| 6M | +7.6% | +10.3% | -2.7% | +5.1% |
| YTD | +10.2% | +6.5% | +3.7% | +8.0% |
| 1Y | +1.8% | +6.1% | -4.3% | -0.2% |
| 3Y | +55.4% | +74.9% | -19.5% | +34.1% |
| 5Y | +7.3% | +81.3% | -74.0% | -9.9% |
| All | +97.3% | +326.9% | -229.6% | +33.7% |
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