-55.8%
FIG vs RJF
+7.8%
-63.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.5% |
| 7D | -16.3% | -0.6% | -15.7% | -16.0% |
| 30D | -14.3% | -1.3% | -13.1% | -13.7% |
| 3M | +7.2% | +18.9% | -11.7% | -2.4% |
| 6M | -18.6% | +15.0% | -33.7% | -24.9% |
| YTD | -35.5% | +12.2% | -47.7% | -43.2% |
| 1Y | -55.8% | +5.6% | -61.4% | -57.9% |
| All | -55.8% | +7.8% | -63.6% | -57.9% |
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