-52.4%
FIS vs RJF
+326.9%
-379.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.8% |
| 7D | +2.8% | +3.6% | -0.8% | +1.2% |
| 30D | -16.7% | +7.2% | -24.0% | -19.8% |
| 3M | -32.3% | -6.5% | -25.8% | -30.8% |
| 6M | -29.1% | +10.3% | -39.4% | -32.6% |
| YTD | -54.1% | +6.5% | -60.6% | -56.0% |
| 1Y | -53.7% | +6.1% | -59.8% | -55.6% |
| 3Y | -38.8% | +74.9% | -113.7% | -54.5% |
| 5Y | -71.1% | +81.3% | -152.4% | -79.2% |
| All | -52.4% | +326.9% | -379.3% | -75.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling