+25.0%
FLEX vs RJF
+7.8%
+17.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +4.3% | -16.7% | -13.2% |
| 7D | -17.0% | +7.2% | -24.1% | -18.3% |
| 30D | -33.8% | +4.9% | -38.8% | -34.5% |
| 3M | -39.0% | -5.5% | -33.5% | -37.6% |
| 6M | -15.9% | +8.0% | -23.9% | -17.7% |
| YTD | +27.8% | +6.2% | +21.7% | +18.4% |
| 1Y | +25.0% | +7.8% | +17.2% | +14.0% |
| All | +25.0% | +7.8% | +17.1% | +14.0% |
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