+91.7%
F vs RJF
+431.7%
-340.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.3% | -3.7% |
| 7D | +1.2% | +1.8% | -0.6% | +0.2% |
| 30D | +1.2% | 0.0% | +1.2% | +1.2% |
| 3M | -5.7% | +18.0% | -23.6% | -14.6% |
| 6M | +17.9% | +17.0% | +1.0% | +6.8% |
| YTD | +10.4% | +11.1% | -0.7% | +2.3% |
| 1Y | +25.3% | +8.0% | +17.4% | +17.8% |
| 3Y | +37.5% | +73.3% | -35.8% | -5.8% |
| 5Y | +46.5% | +107.4% | -60.9% | -10.7% |
| All | +91.7% | +431.7% | -340.0% | -30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling