-54.3%
FIS vs RJF
+323.5%
-377.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.1% | -6.2% | -6.2% |
| 7D | -3.5% | +1.5% | -5.0% | -4.2% |
| 30D | -19.4% | +6.7% | -26.1% | -22.2% |
| 3M | -31.6% | -7.3% | -24.2% | -29.8% |
| 6M | -32.5% | +9.8% | -42.3% | -35.8% |
| YTD | -56.0% | +5.6% | -61.6% | -57.6% |
| 1Y | -55.5% | +2.3% | -57.8% | -56.7% |
| 3Y | -41.3% | +73.6% | -114.9% | -56.2% |
| 5Y | -72.3% | +79.9% | -152.1% | -80.0% |
| All | -54.3% | +323.5% | -377.8% | -76.6% |
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 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