+7,917.6%
FLEX vs RJF
+13,023.8%
-5,106.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.4% |
| 7D | -0.9% | -0.6% | -0.3% | -0.6% |
| 30D | -10.1% | -1.3% | -8.9% | -9.6% |
| 3M | -31.3% | +18.9% | -50.2% | -38.4% |
| 6M | +71.3% | +15.0% | +56.2% | +56.4% |
| YTD | +81.2% | +12.2% | +69.0% | +66.9% |
| 1Y | +98.5% | +5.6% | +92.9% | +89.1% |
| 3Y | +428.2% | +74.9% | +353.4% | +278.3% |
| 5Y | +657.3% | +106.6% | +550.6% | +388.7% |
| 10Y | +995.9% | +433.1% | +562.9% | +305.4% |
| All | +7,917.6% | +13,023.8% | -5,106.1% | +573.0% |
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