+9,751.0%
FDS vs RJF
+8,454.7%
+1,296.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.9% |
| 7D | -2.1% | -0.9% | -1.2% | -1.8% |
| 30D | +16.0% | +5.3% | +10.7% | +13.9% |
| 3M | +18.8% | -6.8% | +25.6% | +21.7% |
| 6M | +54.1% | +11.4% | +42.7% | +48.3% |
| YTD | +17.0% | +5.5% | +11.5% | +14.2% |
| 1Y | +25.5% | +3.7% | +21.9% | +23.1% |
| 3Y | -23.3% | +73.4% | -96.7% | -38.3% |
| 5Y | -22.6% | +78.3% | -101.0% | -39.7% |
| 10Y | +130.2% | +328.4% | -198.2% | +25.1% |
| All | +9,751.0% | +8,454.7% | +1,296.3% | +2,007.4% |
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