+602.8%
FICO vs RJF
+428.9%
+173.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | -15.4% | +1.8% | -17.2% | -16.0% |
| 30D | -10.4% | 0.0% | -10.4% | -10.3% |
| 3M | -22.7% | +18.0% | -40.7% | -28.5% |
| 6M | -36.8% | +17.0% | -53.7% | -41.5% |
| YTD | -44.8% | +11.1% | -55.9% | -47.9% |
| 1Y | -39.3% | +8.0% | -47.3% | -42.1% |
| 3Y | +3.7% | +73.3% | -69.6% | -22.3% |
| 5Y | +101.7% | +107.4% | -5.7% | +35.5% |
| 10Y | +602.8% | +428.5% | +174.3% | +200.4% |
| All | +602.8% | +428.9% | +173.9% | +200.4% |
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