+8,782.6%
FDS vs RJF
+8,994.7%
-212.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -2.0% | -3.0% |
| 7D | -1.9% | -0.6% | -1.3% | -1.7% |
| 30D | +9.0% | -1.3% | +10.3% | +9.4% |
| 3M | +18.9% | +18.9% | 0.0% | +12.0% |
| 6M | +35.1% | +15.0% | +20.1% | +28.3% |
| YTD | +5.5% | +12.2% | -6.7% | +0.8% |
| 1Y | -16.8% | +5.6% | -22.4% | -19.1% |
| 3Y | -28.1% | +74.9% | -102.9% | -42.4% |
| 5Y | -17.4% | +106.6% | -124.1% | -39.0% |
| 10Y | +85.4% | +433.1% | -347.6% | -6.7% |
| All | +8,782.6% | +8,994.7% | -212.1% | +1,760.8% |
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