-3.4%
ES vs RJF
+106.8%
-110.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.8% |
| 6M | -3.5% | +15.0% | -18.6% | -5.6% |
| YTD | +7.9% | +12.2% | -4.3% | +5.7% |
| 1Y | +17.2% | +5.6% | +11.5% | +15.8% |
| 3Y | +29.3% | +74.9% | -45.6% | +16.3% |
| All | -3.4% | +106.8% | -110.2% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling