+569.2%
FIVE vs RJF
+371.5%
+197.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.1% | +2.5% | +3.9% |
| 7D | +6.2% | +3.4% | +2.8% | +4.4% |
| 30D | +18.2% | +5.9% | +12.2% | +14.4% |
| 3M | +3.8% | -4.6% | +8.5% | +6.5% |
| 6M | +13.7% | +9.5% | +4.2% | +6.9% |
| YTD | +34.7% | +6.0% | +28.7% | +28.1% |
| 1Y | +66.6% | +4.3% | +62.3% | +59.8% |
| 3Y | +44.3% | +76.6% | -32.3% | -0.6% |
| 5Y | +18.8% | +80.6% | -61.8% | -20.8% |
| 10Y | +569.2% | +346.5% | +222.7% | +164.1% |
| All | +569.2% | +371.5% | +197.7% | +164.1% |
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