-41.4%
FIS vs RJF
+435.4%
-476.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.2% |
| 7D | -9.1% | -0.3% | -8.8% | -9.0% |
| 30D | -10.4% | -2.0% | -8.4% | -9.7% |
| 3M | -3.7% | +16.3% | -20.0% | -9.8% |
| 6M | -24.8% | +16.9% | -41.7% | -29.9% |
| YTD | -41.6% | +10.4% | -52.0% | -44.4% |
| 1Y | -42.7% | +7.4% | -50.2% | -45.1% |
| 3Y | -26.2% | +72.2% | -98.5% | -44.1% |
| 5Y | -66.1% | +105.1% | -171.2% | -76.6% |
| All | -41.4% | +435.4% | -476.8% | -71.8% |
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 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