+2,876.4%
FITB vs RJF
+49,360.8%
-46,484.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.1% |
| 7D | +2.8% | +1.8% | +1.1% | +1.8% |
| 30D | -4.5% | 0.0% | -4.5% | -4.6% |
| 3M | +5.7% | +18.0% | -12.3% | -4.4% |
| 6M | +17.1% | +17.0% | +0.1% | +6.2% |
| YTD | +18.3% | +11.1% | +7.2% | +10.1% |
| 1Y | +23.9% | +8.0% | +15.9% | +17.0% |
| 3Y | +131.1% | +73.3% | +57.8% | +64.4% |
| 5Y | +71.1% | +107.4% | -36.3% | +10.5% |
| 10Y | +283.9% | +428.5% | -144.6% | +53.0% |
| All | +2,876.4% | +49,360.8% | -46,484.4% | +312.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling