-51.1%
FIS vs RJF
+7.8%
-58.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +4.3% | -28.0% | -24.7% |
| 7D | -18.4% | +7.2% | -25.6% | -20.4% |
| 30D | -11.4% | +4.9% | -16.3% | -12.8% |
| 3M | -32.0% | -5.5% | -26.5% | -30.5% |
| 6M | -35.6% | +8.0% | -43.6% | -37.5% |
| YTD | -53.8% | +6.2% | -60.0% | -55.1% |
| 1Y | -51.1% | +7.8% | -58.9% | -52.6% |
| All | -51.1% | +7.8% | -58.9% | -52.6% |
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 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