+2,340.5%
EXC vs RJF
+49,848.3%
-47,507.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | +0.3% | -0.6% | +0.9% | +0.4% |
| 30D | -3.7% | -1.3% | -2.5% | -3.5% |
| 3M | -1.3% | +18.9% | -20.2% | -4.5% |
| 6M | -9.7% | +15.0% | -24.7% | -12.3% |
| YTD | +2.9% | +12.2% | -9.3% | +0.2% |
| 1Y | +4.4% | +5.6% | -1.2% | +2.6% |
| 3Y | +22.2% | +74.9% | -52.6% | +7.9% |
| 5Y | +46.7% | +106.6% | -59.9% | +23.8% |
| 10Y | +155.3% | +433.1% | -277.7% | +77.8% |
| All | +2,340.5% | +49,848.3% | -47,507.8% | +934.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling