+92.6%
FFIV vs RJF
+105.7%
-13.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | -1.5% | +1.8% | -3.3% | -2.3% |
| 30D | -2.7% | 0.0% | -2.6% | -2.7% |
| 3M | -1.7% | +18.0% | -19.6% | -8.7% |
| 6M | +36.1% | +17.0% | +19.2% | +26.5% |
| YTD | +52.6% | +11.1% | +41.5% | +44.5% |
| 1Y | +21.5% | +8.0% | +13.6% | +16.4% |
| 3Y | +142.7% | +73.3% | +69.4% | +86.8% |
| 5Y | +92.6% | +107.4% | -14.9% | +30.8% |
| All | +92.6% | +105.7% | -13.1% | +30.8% |
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