+2,446.2%
EXC vs RJF
+47,157.9%
-44,711.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +0.1% | +4.0% | -3.9% | -0.7% |
| 30D | +9.0% | +6.1% | +2.9% | +7.8% |
| 3M | +3.3% | -5.8% | +9.1% | +4.3% |
| 6M | +5.7% | +9.7% | -4.0% | +3.6% |
| YTD | +7.3% | +6.2% | +1.2% | +5.5% |
| 1Y | +2.9% | +5.3% | -2.4% | +1.2% |
| 3Y | +29.3% | +74.4% | -45.1% | +14.2% |
| 5Y | +40.1% | +81.6% | -41.5% | +21.1% |
| 10Y | +197.7% | +333.6% | -135.9% | +114.8% |
| All | +2,446.2% | +47,157.9% | -44,711.6% | +989.7% |
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