+16.8%
FLR vs RJF
+429.3%
-412.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | -3.5% | -2.7% | -0.8% | -1.7% |
| 30D | +4.2% | -4.3% | +8.4% | +7.0% |
| 3M | +8.1% | +15.7% | -7.7% | -3.1% |
| 6M | +21.5% | +17.8% | +3.7% | +7.3% |
| YTD | +36.8% | +9.2% | +27.6% | +26.2% |
| 1Y | +31.2% | +2.8% | +28.4% | +25.8% |
| 3Y | +53.9% | +69.5% | -15.6% | +4.4% |
| 5Y | +243.0% | +105.9% | +137.1% | +94.7% |
| All | +16.8% | +429.3% | -412.5% | -64.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling