+52.0%
FLR vs RJF
+69.1%
-17.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.7% |
| 7D | -6.9% | -4.2% | -2.7% | -4.5% |
| 30D | +1.1% | -3.6% | +4.7% | +3.2% |
| 3M | +14.3% | +15.6% | -1.3% | +3.0% |
| 6M | +19.1% | +17.6% | +1.5% | +5.8% |
| YTD | +35.1% | +9.2% | +25.9% | +25.0% |
| 1Y | +29.5% | +5.5% | +24.0% | +22.3% |
| All | +52.0% | +69.1% | -17.0% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling