+851.7%
FIVE vs RJF
+860.8%
-9.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.9% |
| 6M | +14.4% | +15.0% | -0.7% | +5.0% |
| YTD | +33.9% | +12.2% | +21.7% | +24.0% |
| 1Y | +65.1% | +5.6% | +59.4% | +57.6% |
| 3Y | +49.0% | +74.9% | -25.9% | +6.4% |
| 5Y | +30.3% | +106.6% | -76.4% | -16.0% |
| 10Y | +481.1% | +433.1% | +48.0% | +126.8% |
| All | +851.7% | +860.8% | -9.1% | +168.5% |
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