+14.5%
FIX vs RJF
+4.1%
+10.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.1% | +6.3% | +8.7% |
| 7D | -7.2% | +3.4% | -10.6% | -7.8% |
| 30D | -35.1% | +5.9% | -41.1% | -35.9% |
| 3M | -34.3% | -4.6% | -29.6% | -33.0% |
| 6M | -42.9% | +9.5% | -52.4% | -44.9% |
| YTD | +19.5% | +6.0% | +13.5% | +9.5% |
| All | +14.5% | +4.1% | +10.4% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling