+67.1%
FDX vs RJF
+106.8%
-39.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.1% |
| 7D | -2.5% | -0.6% | -1.9% | -2.3% |
| 30D | +3.8% | -1.3% | +5.0% | +4.3% |
| 3M | -1.3% | +18.9% | -20.2% | -9.0% |
| 6M | +5.0% | +15.0% | -10.0% | -2.1% |
| YTD | +39.6% | +12.2% | +27.4% | +30.9% |
| 1Y | +81.1% | +5.6% | +75.5% | +74.3% |
| 3Y | +63.0% | +74.9% | -11.8% | +21.4% |
| All | +67.1% | +106.8% | -39.7% | +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 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