+16.6%
FIVE vs RJF
+81.1%
-64.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | +2.7% | +3.6% | -0.9% | +0.7% |
| 30D | +12.7% | +7.2% | +5.4% | +8.5% |
| 3M | +2.1% | -6.5% | +8.6% | +5.7% |
| 6M | +17.5% | +10.3% | +7.2% | +10.0% |
| YTD | +31.0% | +6.5% | +24.5% | +24.3% |
| 1Y | +67.7% | +6.1% | +61.6% | +59.4% |
| 3Y | +43.4% | +74.9% | -31.5% | -1.7% |
| All | +16.6% | +81.1% | -64.6% | -25.4% |
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