+32.9%
ES vs RJF
+77.4%
-44.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | +0.3% | -0.6% | +0.9% | +0.4% |
| 30D | -2.0% | -1.3% | -0.7% | -1.8% |
| 3M | +1.7% | +18.9% | -17.2% | -0.7% |
| 6M | -3.5% | +15.0% | -18.6% | -5.5% |
| YTD | +7.9% | +12.2% | -4.3% | +5.8% |
| 1Y | +17.2% | +5.6% | +11.5% | +15.9% |
| All | +32.9% | +77.4% | -44.5% | +11.9% |
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