+62.8%
FDX vs RJF
+76.7%
-13.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.2% |
| 7D | -3.3% | +1.8% | -5.1% | -3.9% |
| 30D | -1.4% | 0.0% | -1.4% | -1.4% |
| 3M | -4.5% | +18.0% | -22.5% | -10.7% |
| 6M | +9.4% | +17.0% | -7.6% | +2.2% |
| YTD | +36.0% | +11.1% | +24.9% | +29.1% |
| 1Y | +75.5% | +8.0% | +67.6% | +68.2% |
| 3Y | +62.8% | +73.3% | -10.5% | +31.1% |
| All | +62.8% | +76.7% | -13.9% | +31.1% |
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