-23.4%
FDS vs RJF
+75.0%
-98.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.9% |
| 7D | -2.1% | -0.9% | -1.2% | -1.9% |
| 30D | +16.0% | +5.3% | +10.7% | +14.3% |
| 3M | +18.8% | -6.8% | +25.6% | +20.9% |
| 6M | +54.1% | +11.4% | +42.7% | +49.7% |
| YTD | +17.0% | +5.5% | +11.5% | +14.7% |
| 1Y | +25.5% | +3.7% | +21.9% | +23.5% |
| All | -23.4% | +75.0% | -98.4% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling