+25.3%
F vs RJF
+8.4%
+17.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.3% | -4.0% |
| 7D | +1.2% | +1.8% | -0.6% | +0.7% |
| 30D | +1.2% | 0.0% | +1.2% | +1.2% |
| 3M | -5.7% | +18.0% | -23.6% | -10.1% |
| 6M | +17.9% | +17.0% | +1.0% | +12.3% |
| YTD | +10.4% | +11.1% | -0.7% | +5.6% |
| 1Y | +25.3% | +8.0% | +17.4% | +20.4% |
| All | +25.3% | +8.4% | +17.0% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling