+81.0%
F vs RJF
+371.5%
-290.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.4% | -1.1% |
| 7D | -0.6% | +3.4% | -4.0% | -2.6% |
| 30D | +2.9% | +5.9% | -3.1% | -0.5% |
| 3M | -9.5% | -4.6% | -4.8% | -7.2% |
| 6M | +4.0% | +9.5% | -5.5% | -2.3% |
| YTD | -1.3% | +6.0% | -7.2% | -6.2% |
| 1Y | -1.9% | +4.3% | -6.3% | -6.1% |
| 3Y | +53.5% | +76.6% | -23.1% | +3.5% |
| 5Y | -15.1% | +80.6% | -95.7% | -44.3% |
| 10Y | +81.0% | +346.5% | -265.5% | -29.6% |
| All | +81.0% | +371.5% | -290.5% | -29.6% |
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 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