+5,993.3%
FIX vs RJF
+428.9%
+5,564.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +3.0% |
| 7D | +6.1% | +1.8% | +4.3% | +4.8% |
| 30D | -2.7% | 0.0% | -2.7% | -3.0% |
| 3M | -10.9% | +18.0% | -28.9% | -20.9% |
| 6M | +29.0% | +17.0% | +12.0% | +15.0% |
| YTD | +76.9% | +11.1% | +65.8% | +61.6% |
| 1Y | +130.7% | +8.0% | +122.8% | +114.2% |
| 3Y | +790.7% | +73.3% | +717.4% | +515.0% |
| 5Y | +2,185.6% | +107.4% | +2,078.1% | +1,255.2% |
| 10Y | +5,993.3% | +428.5% | +5,564.8% | +2,074.7% |
| All | +5,993.3% | +428.9% | +5,564.4% | +2,074.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling