+7,843.3%
FIX vs RJF
+4,446.8%
+3,396.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.7% | +6.0% |
| 7D | -17.5% | +3.6% | -21.0% | -19.0% |
| 30D | -41.6% | +3.5% | -45.1% | -42.7% |
| 3M | -40.6% | -8.9% | -31.7% | -38.7% |
| 6M | -49.4% | +2.9% | -52.2% | -50.6% |
| YTD | +9.2% | +2.8% | +6.4% | +6.1% |
| 1Y | +6.5% | +2.7% | +3.8% | +3.7% |
| 3Y | +448.7% | +69.3% | +379.4% | +339.3% |
| 5Y | +948.7% | +75.0% | +873.7% | +717.0% |
| 10Y | +3,659.7% | +378.5% | +3,281.2% | +1,877.6% |
| All | +7,843.3% | +4,446.8% | +3,396.6% | +1,720.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling