-28.9%
FICO vs RJF
+76.6%
-105.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | 0.0% |
| 7D | +2.2% | +3.6% | -1.4% | +0.6% |
| 30D | +0.1% | +7.2% | -7.2% | -3.2% |
| 3M | -35.2% | -6.5% | -28.7% | -33.3% |
| 6M | -32.4% | +10.3% | -42.7% | -35.3% |
| YTD | -57.4% | +6.5% | -63.9% | -58.9% |
| 1Y | -58.5% | +6.1% | -64.7% | -60.1% |
| 3Y | -28.9% | +74.9% | -103.7% | -42.8% |
| All | -28.9% | +76.6% | -105.5% | -42.8% |
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