+447.4%
FLR vs RJF
+2,946.4%
-2,499.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.8% | -1.5% |
| 7D | +5.4% | -0.6% | +6.0% | +5.7% |
| 30D | +11.4% | -1.3% | +12.6% | +11.7% |
| 3M | +11.4% | +18.9% | -7.5% | +0.6% |
| 6M | +16.6% | +15.0% | +1.6% | +7.0% |
| YTD | +41.7% | +12.2% | +29.5% | +31.2% |
| 1Y | +35.4% | +5.6% | +29.8% | +29.2% |
| 3Y | +57.3% | +74.9% | -17.5% | +14.8% |
| 5Y | +241.0% | +106.6% | +134.3% | +123.0% |
| 10Y | +16.6% | +433.1% | -416.4% | -53.0% |
| All | +447.4% | +2,946.4% | -2,499.0% | -16.6% |
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