+84.1%
F vs RJF
+428.4%
-344.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.6% |
| 7D | -4.9% | -0.3% | -4.6% | -4.7% |
| 30D | -2.9% | -2.0% | -0.9% | -1.8% |
| 3M | -9.1% | +16.3% | -25.4% | -17.0% |
| 6M | +12.9% | +16.9% | -4.0% | +2.3% |
| YTD | +6.1% | +10.4% | -4.4% | -1.4% |
| 1Y | +22.5% | +7.4% | +15.1% | +15.5% |
| 3Y | +32.1% | +72.2% | -40.2% | -9.2% |
| 5Y | +43.7% | +105.1% | -61.4% | -11.8% |
| 10Y | +84.1% | +430.9% | -346.8% | -32.6% |
| All | +84.1% | +428.4% | -344.3% | -32.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling