+56.7%
FND vs RJF
+304.6%
-247.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.6% |
| 7D | -5.2% | -0.6% | -4.6% | -4.8% |
| 30D | -19.9% | -1.3% | -18.6% | -19.3% |
| 3M | +2.7% | +18.9% | -16.2% | -7.8% |
| 6M | -21.7% | +15.0% | -36.7% | -28.5% |
| YTD | -17.5% | +12.2% | -29.7% | -24.1% |
| 1Y | -39.3% | +5.6% | -44.9% | -42.3% |
| 3Y | -49.8% | +74.9% | -124.6% | -65.6% |
| 5Y | -60.1% | +106.6% | -166.7% | -75.4% |
| All | +56.7% | +304.6% | -247.8% | -37.7% |
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