+615.0%
F vs RJF
+49,848.3%
-49,233.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +2.1% |
| 7D | +5.3% | -0.6% | +5.9% | +5.6% |
| 30D | +4.6% | -1.3% | +5.8% | +5.1% |
| 3M | -3.7% | +18.9% | -22.5% | -10.7% |
| 6M | +16.8% | +15.0% | +1.8% | +9.5% |
| YTD | +15.3% | +12.2% | +3.1% | +8.8% |
| 1Y | +31.0% | +5.6% | +25.4% | +26.6% |
| 3Y | +45.4% | +74.9% | -29.4% | +12.3% |
| 5Y | +54.7% | +106.6% | -52.0% | +11.7% |
| 10Y | +98.2% | +433.1% | -334.8% | -3.8% |
| All | +615.0% | +49,848.3% | -49,233.3% | -4.2% |
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