-71.1%
FIS vs RJF
+80.1%
-151.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.6% | +7.3% | +7.0% |
| 7D | +1.5% | -0.9% | +2.4% | +1.9% |
| 30D | -11.8% | +5.3% | -17.2% | -14.4% |
| 3M | -28.5% | -6.8% | -21.7% | -26.7% |
| 6M | -27.0% | +11.4% | -38.5% | -31.1% |
| YTD | -53.1% | +5.5% | -58.6% | -54.9% |
| 1Y | -52.8% | +3.7% | -56.4% | -54.3% |
| 3Y | -37.5% | +73.4% | -110.9% | -55.2% |
| 5Y | -71.1% | +78.3% | -149.4% | -81.0% |
| All | -71.1% | +80.1% | -151.1% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling