+87.5%
ES vs RJF
+428.4%
-341.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -1.0% | -2.0% | +1.0% | -0.7% |
| 3M | +1.5% | +16.3% | -14.9% | -1.7% |
| 6M | -3.5% | +16.9% | -20.4% | -6.8% |
| YTD | +7.0% | +10.4% | -3.5% | +4.2% |
| 1Y | +15.3% | +7.4% | +7.9% | +12.8% |
| 3Y | +30.2% | +72.2% | -42.0% | +13.4% |
| 5Y | -4.3% | +105.1% | -109.4% | -21.4% |
| 10Y | +87.5% | +430.9% | -343.5% | +29.1% |
| All | +87.5% | +428.4% | -341.0% | +29.1% |
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