+5,470.8%
FLEX vs RJF
+12,316.9%
-6,846.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.8% | -2.8% |
| 7D | -13.6% | +4.0% | -17.6% | -15.6% |
| 30D | -36.5% | +6.1% | -42.6% | -38.8% |
| 3M | -36.4% | -5.8% | -30.6% | -34.7% |
| 6M | -46.5% | +9.7% | -56.2% | -50.1% |
| YTD | +25.9% | +6.2% | +19.8% | +19.0% |
| 1Y | +19.6% | +5.3% | +14.3% | +13.8% |
| 3Y | +287.0% | +74.4% | +212.6% | +176.4% |
| 5Y | +466.6% | +81.6% | +385.1% | +291.2% |
| 10Y | +626.9% | +333.6% | +293.4% | +200.8% |
| All | +5,470.8% | +12,316.9% | -6,846.0% | +380.0% |
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 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