+225.6%
FANG vs RJF
+104.0%
+121.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.9% | -2.7% | +5.6% | +4.2% |
| 30D | +2.6% | -4.3% | +6.9% | +4.5% |
| 3M | +7.6% | +15.7% | -8.2% | -0.6% |
| 6M | +17.3% | +17.8% | -0.5% | +6.6% |
| YTD | +38.7% | +9.2% | +29.5% | +30.1% |
| 1Y | +51.6% | +2.8% | +48.9% | +46.6% |
| 3Y | +50.0% | +69.5% | -19.5% | +7.9% |
| All | +225.6% | +104.0% | +121.5% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling