+178.8%
FDX vs RJF
+428.4%
-249.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | -2.3% | -0.3% | -2.0% | -2.2% |
| 30D | -4.9% | -2.0% | -2.9% | -4.0% |
| 3M | -6.5% | +16.3% | -22.8% | -13.7% |
| 6M | +6.7% | +16.9% | -10.3% | -2.3% |
| YTD | +33.9% | +10.4% | +23.4% | +25.5% |
| 1Y | +72.2% | +7.4% | +64.8% | +63.3% |
| 3Y | +60.2% | +72.2% | -12.0% | +16.6% |
| 5Y | +62.9% | +105.1% | -42.2% | +5.0% |
| 10Y | +178.8% | +430.9% | -252.1% | +12.9% |
| All | +178.8% | +428.4% | -249.6% | +12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling