+76.3%
FDX vs RJF
+81.1%
-4.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +0.5% | +4.0% | -3.5% | -1.2% |
| 30D | +9.5% | +6.1% | +3.4% | +6.7% |
| 3M | -1.3% | -5.8% | +4.5% | +1.2% |
| 6M | +5.5% | +9.7% | -4.2% | +0.5% |
| YTD | +38.9% | +6.2% | +32.7% | +33.2% |
| 1Y | +58.8% | +5.3% | +53.5% | +52.7% |
| 3Y | +71.1% | +74.4% | -3.3% | +26.7% |
| 5Y | +76.3% | +81.6% | -5.3% | +22.3% |
| All | +76.3% | +81.1% | -4.8% | +22.3% |
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