+2,105.4%
FIX vs RJF
+106.8%
+1,998.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.9% |
| 7D | +6.0% | -0.6% | +6.6% | +6.3% |
| 30D | -7.2% | -1.3% | -6.0% | -6.7% |
| 3M | -15.9% | +18.9% | -34.7% | -25.4% |
| 6M | +12.7% | +15.0% | -2.3% | +2.0% |
| YTD | +72.8% | +12.2% | +60.6% | +57.3% |
| 1Y | +122.9% | +5.6% | +117.3% | +110.6% |
| 3Y | +774.3% | +74.9% | +699.5% | +518.0% |
| All | +2,105.4% | +106.8% | +1,998.7% | +1,258.6% |
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