+42.0%
FFIV vs RJF
+80.1%
-38.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.1% |
| 7D | -2.9% | -0.9% | -2.0% | -2.5% |
| 30D | -32.4% | +5.3% | -37.8% | -34.0% |
| 3M | -22.7% | -6.8% | -15.9% | -20.5% |
| 6M | -10.7% | +11.4% | -22.1% | -15.2% |
| YTD | +25.4% | +5.5% | +19.8% | +21.1% |
| 1Y | +34.2% | +3.7% | +30.5% | +30.5% |
| 3Y | +101.2% | +73.4% | +27.8% | +54.7% |
| 5Y | +42.0% | +78.3% | -36.4% | +5.6% |
| All | +42.0% | +80.1% | -38.1% | +5.6% |
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