-55.8%
FIVN vs RJF
+69.0%
-124.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -7.8% | -2.7% | -5.1% | -6.3% |
| 30D | -1.7% | -4.3% | +2.5% | +0.7% |
| 3M | +47.2% | +15.7% | +31.5% | +35.1% |
| 6M | +82.7% | +17.8% | +64.9% | +64.6% |
| YTD | +52.9% | +9.2% | +43.7% | +43.4% |
| 1Y | +17.5% | +2.8% | +14.7% | +14.3% |
| 3Y | -55.8% | +69.5% | -125.3% | -67.7% |
| All | -55.8% | +69.0% | -124.8% | -67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling