+4,087.3%
FDX vs RJF
+49,848.3%
-45,761.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | 0.0% |
| 7D | -2.5% | -0.6% | -1.9% | -2.3% |
| 30D | +3.8% | -1.3% | +5.0% | +4.2% |
| 3M | -1.3% | +18.9% | -20.2% | -7.4% |
| 6M | +5.0% | +15.0% | -10.0% | -0.6% |
| YTD | +39.6% | +12.2% | +27.4% | +32.9% |
| 1Y | +81.1% | +5.6% | +75.5% | +75.8% |
| 3Y | +63.0% | +74.9% | -11.8% | +31.4% |
| 5Y | +65.6% | +106.6% | -41.0% | +24.6% |
| 10Y | +183.4% | +433.1% | -249.7% | +52.1% |
| All | +4,087.3% | +49,848.3% | -45,761.0% | +486.9% |
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 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