+297.5%
FIVN vs RJF
+461.3%
-163.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.1% | -2.5% |
| 7D | -9.6% | -0.3% | -9.3% | -9.5% |
| 30D | -11.9% | -2.0% | -9.9% | -11.3% |
| 3M | +40.1% | +16.3% | +23.7% | +32.1% |
| 6M | +68.3% | +16.9% | +51.4% | +58.0% |
| YTD | +51.5% | +10.4% | +41.0% | +45.0% |
| 1Y | +15.1% | +7.4% | +7.7% | +11.5% |
| 3Y | -55.6% | +72.2% | -127.8% | -63.9% |
| 5Y | -82.4% | +105.1% | -187.5% | -86.5% |
| 10Y | +114.5% | +430.9% | -316.5% | +7.6% |
| All | +297.5% | +461.3% | -163.8% | +97.5% |
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