+81,361.1%
FICO vs RJF
+46,882.4%
+34,478.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.1% |
| 7D | +4.0% | -0.9% | +4.9% | +4.3% |
| 30D | -1.5% | +5.3% | -6.9% | -3.3% |
| 3M | -29.8% | -6.8% | -23.0% | -28.1% |
| 6M | -33.3% | +11.4% | -44.7% | -35.7% |
| YTD | -56.9% | +5.5% | -62.4% | -57.9% |
| 1Y | -59.5% | +3.7% | -63.1% | -60.2% |
| 3Y | -26.9% | +73.4% | -100.3% | -39.9% |
| 5Y | +92.9% | +78.3% | +14.6% | +55.3% |
| 10Y | +539.5% | +328.4% | +211.1% | +277.1% |
| All | +81,361.1% | +46,882.4% | +34,478.7% | +18,899.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling