+55.4%
ES vs RJF
+76.6%
-21.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +2.7% | +3.6% | -0.9% | +2.3% |
| 30D | +7.6% | +7.2% | +0.3% | +6.7% |
| 3M | +0.5% | -6.5% | +7.0% | +1.1% |
| 6M | +7.6% | +10.3% | -2.7% | +6.2% |
| YTD | +10.2% | +6.5% | +3.7% | +8.9% |
| 1Y | +1.8% | +6.1% | -4.3% | +0.6% |
| 3Y | +55.4% | +74.9% | -19.5% | +34.5% |
| All | +55.4% | +76.6% | -21.2% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling