+3,553.2%
FIX vs RJF
+326.9%
+3,226.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.9% |
| 7D | +9.4% | +3.6% | +5.8% | +7.1% |
| 30D | -27.8% | +7.2% | -35.0% | -31.4% |
| 3M | -35.6% | -6.5% | -29.0% | -33.4% |
| 6M | -45.2% | +10.3% | -55.5% | -49.7% |
| YTD | +19.5% | +6.5% | +13.0% | +11.2% |
| 1Y | +24.2% | +6.1% | +18.1% | +16.1% |
| 3Y | +494.2% | +74.9% | +419.3% | +304.2% |
| 5Y | +1,036.1% | +81.3% | +954.8% | +626.0% |
| All | +3,553.2% | +326.9% | +3,226.3% | +1,229.5% |
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 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