+126.7%
FFIV vs RJF
+334.0%
-207.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.1% |
| 7D | -2.9% | -0.9% | -2.0% | -2.6% |
| 30D | -32.4% | +5.3% | -37.8% | -33.9% |
| 3M | -22.7% | -6.8% | -15.9% | -20.7% |
| 6M | -10.7% | +11.4% | -22.1% | -14.9% |
| YTD | +25.4% | +5.5% | +19.8% | +21.5% |
| 1Y | +34.2% | +3.7% | +30.5% | +30.8% |
| 3Y | +101.2% | +73.4% | +27.8% | +58.4% |
| 5Y | +42.0% | +78.3% | -36.4% | +8.3% |
| 10Y | +126.7% | +328.4% | -201.7% | +21.0% |
| All | +126.7% | +334.0% | -207.3% | +21.0% |
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