-82.6%
FIVN vs RJF
+101.5%
-184.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.3% |
| 7D | -11.3% | -4.2% | -7.1% | -9.0% |
| 30D | -7.3% | -3.6% | -3.7% | -5.4% |
| 3M | +41.7% | +15.6% | +26.0% | +29.9% |
| 6M | +78.3% | +17.6% | +60.7% | +60.7% |
| YTD | +50.9% | +9.2% | +41.7% | +41.6% |
| 1Y | +19.7% | +5.5% | +14.1% | +14.7% |
| 3Y | -55.7% | +70.3% | -126.1% | -68.5% |
| 5Y | -82.6% | +106.0% | -188.6% | -89.0% |
| All | -82.6% | +101.5% | -184.1% | -89.0% |
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