+17.5%
FIVN vs RJF
+5.1%
+12.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -7.8% | -2.7% | -5.1% | -6.5% |
| 30D | -1.7% | -4.3% | +2.5% | +0.5% |
| 3M | +47.2% | +15.7% | +31.5% | +36.6% |
| 6M | +82.7% | +17.8% | +64.9% | +65.6% |
| YTD | +52.9% | +9.2% | +43.7% | +41.8% |
| 1Y | +17.5% | +2.8% | +14.7% | +13.5% |
| All | +17.5% | +5.1% | +12.4% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling