+4.4%
FICO vs RJF
+75.1%
-70.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.6% | -15.1% | -16.0% |
| 7D | -19.2% | -0.6% | -18.6% | -18.9% |
| 30D | -14.6% | -1.3% | -13.3% | -14.1% |
| 3M | -20.1% | +18.9% | -39.0% | -25.7% |
| 6M | -36.3% | +15.0% | -51.4% | -40.2% |
| YTD | -44.9% | +12.2% | -57.1% | -47.9% |
| 1Y | -38.6% | +5.6% | -44.3% | -40.6% |
| All | +4.4% | +75.1% | -70.7% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling