+5,150.0%
FFIV vs RJF
+4,267.7%
+882.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | +0.3% |
| 7D | -1.0% | -0.6% | -0.4% | -0.7% |
| 30D | -5.1% | -1.3% | -3.8% | -4.6% |
| 3M | -4.5% | +18.9% | -23.3% | -12.4% |
| 6M | +36.5% | +15.0% | +21.4% | +26.8% |
| YTD | +53.0% | +12.2% | +40.8% | +43.3% |
| 1Y | +24.2% | +5.6% | +18.6% | +19.6% |
| 3Y | +137.2% | +74.9% | +62.3% | +75.6% |
| 5Y | +91.8% | +106.6% | -14.9% | +27.3% |
| 10Y | +215.2% | +433.1% | -217.9% | +18.3% |
| All | +5,150.0% | +4,267.7% | +882.3% | +251.2% |
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