-39.3%
FICO vs RJF
+8.4%
-47.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -15.4% | +1.8% | -17.2% | -15.7% |
| 30D | -10.4% | 0.0% | -10.4% | -10.2% |
| 3M | -22.7% | +18.0% | -40.7% | -26.2% |
| 6M | -36.8% | +17.0% | -53.7% | -40.1% |
| YTD | -44.8% | +11.1% | -55.9% | -47.1% |
| 1Y | -39.3% | +8.0% | -47.3% | -41.7% |
| All | -39.3% | +8.4% | -47.7% | -41.7% |
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