-20.5%
FDS vs RJF
+107.4%
-127.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.0% |
| 7D | -5.4% | +1.8% | -7.1% | -5.9% |
| 30D | +1.6% | 0.0% | +1.6% | +1.6% |
| 3M | +17.7% | +18.0% | -0.2% | +12.1% |
| 6M | +29.1% | +17.0% | +12.1% | +22.8% |
| YTD | +1.0% | +11.1% | -10.1% | -2.7% |
| 1Y | -21.6% | +8.0% | -29.6% | -24.0% |
| 3Y | -30.1% | +73.3% | -103.4% | -42.8% |
| All | -20.5% | +107.4% | -127.9% | -37.0% |
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 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