+948.1%
FIX vs RJF
+73.7%
+874.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.7% | +6.2% |
| 7D | -17.5% | +3.6% | -21.0% | -19.6% |
| 30D | -41.6% | +3.5% | -45.1% | -43.2% |
| 3M | -40.6% | -8.9% | -31.7% | -37.7% |
| 6M | -49.4% | +2.9% | -52.2% | -51.3% |
| YTD | +9.2% | +2.8% | +6.4% | +4.1% |
| 1Y | +6.5% | +2.7% | +3.8% | +1.7% |
| 3Y | +448.7% | +69.3% | +379.4% | +295.9% |
| All | +948.1% | +73.7% | +874.4% | +622.3% |
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