+100.5%
FLEX vs RJF
+7.7%
+92.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +6.4% | -0.3% | +6.6% | +6.4% |
| 30D | -5.9% | -2.0% | -3.8% | -5.3% |
| 3M | -23.5% | +16.3% | -39.8% | -28.2% |
| 6M | +83.7% | +16.9% | +66.8% | +70.3% |
| YTD | +86.5% | +10.4% | +76.1% | +73.8% |
| 1Y | +100.5% | +7.4% | +93.1% | +89.4% |
| All | +100.5% | +7.7% | +92.8% | +89.4% |
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