-57.9%
FICO vs RJF
+3.3%
-61.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | -0.9% | +3.6% | -4.5% | -2.5% |
| 30D | +3.3% | +3.5% | -0.2% | +1.6% |
| 3M | -31.7% | -8.9% | -22.8% | -29.7% |
| 6M | -34.0% | +2.9% | -36.8% | -34.3% |
| YTD | -58.3% | +2.8% | -61.1% | -59.1% |
| 1Y | -57.9% | +2.7% | -60.6% | -59.0% |
| All | -57.9% | +3.3% | -61.3% | -59.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling