+92.4%
FOXA vs RJF
+259.3%
-166.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +0.8% | -2.7% | +3.5% | +2.0% |
| 30D | +5.0% | -4.3% | +9.3% | +7.0% |
| 3M | -3.0% | +15.7% | -18.8% | -9.4% |
| 6M | +14.8% | +17.8% | -3.0% | +5.8% |
| YTD | -8.9% | +9.2% | -18.1% | -13.6% |
| 1Y | +13.3% | +2.8% | +10.5% | +10.3% |
| 3Y | +115.4% | +69.5% | +46.0% | +61.8% |
| 5Y | +95.3% | +105.9% | -10.7% | +28.2% |
| All | +92.4% | +259.3% | -166.9% | -13.9% |
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