-30.1%
FDS vs RJF
+76.7%
-106.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.0% |
| 7D | -5.4% | +1.8% | -7.1% | -5.8% |
| 30D | +1.6% | 0.0% | +1.6% | +1.6% |
| 3M | +17.7% | +18.0% | -0.2% | +13.0% |
| 6M | +29.1% | +17.0% | +12.1% | +23.6% |
| YTD | +1.0% | +11.1% | -10.1% | -2.2% |
| 1Y | -21.6% | +8.0% | -29.6% | -23.7% |
| 3Y | -30.1% | +73.3% | -103.4% | -40.0% |
| All | -30.1% | +76.7% | -106.8% | -40.0% |
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