+36.6%
FIVE vs RJF
+106.8%
-70.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.7% | +5.9% |
| 7D | +4.3% | -0.6% | +4.9% | +4.4% |
| 30D | +12.5% | -1.3% | +13.8% | +13.0% |
| 3M | +31.2% | +18.9% | +12.4% | +18.5% |
| 6M | +14.4% | +15.0% | -0.7% | +4.8% |
| YTD | +33.9% | +12.2% | +21.7% | +23.7% |
| 1Y | +65.1% | +5.6% | +59.4% | +57.5% |
| 3Y | +49.0% | +74.9% | -25.9% | +3.2% |
| All | +36.6% | +106.8% | -70.2% | -15.1% |
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 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