-80.9%
FIG vs RJF
+5.7%
-86.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.6% | -3.0% |
| 7D | -14.5% | -0.3% | -14.2% | -14.3% |
| 30D | -13.3% | -2.0% | -11.3% | -12.6% |
| 3M | +7.4% | +16.3% | -8.9% | +1.5% |
| 6M | -27.8% | +16.9% | -44.7% | -32.3% |
| YTD | -41.1% | +10.4% | -51.5% | -45.7% |
| 1Y | -58.7% | +7.4% | -66.1% | -60.8% |
| All | -80.9% | +5.7% | -86.7% | -81.8% |
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