+4,170.8%
FFIV vs RJF
+4,012.2%
+158.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +1.9% | +1.5% | +0.4% | +1.2% |
| 30D | -33.3% | +6.7% | -40.0% | -35.4% |
| 3M | -24.9% | -7.3% | -17.5% | -22.4% |
| 6M | -10.5% | +9.8% | -20.3% | -15.0% |
| YTD | +24.4% | +5.6% | +18.8% | +19.6% |
| 1Y | +32.3% | +2.3% | +30.0% | +29.0% |
| 3Y | +99.7% | +73.6% | +26.1% | +48.4% |
| 5Y | +38.4% | +79.9% | -41.4% | -1.9% |
| 10Y | +125.0% | +328.8% | -203.8% | -6.0% |
| All | +4,170.8% | +4,012.2% | +158.5% | +193.1% |
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