-83.4%
FRMI vs RJF
+3.4%
-86.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.3% |
| 7D | +10.9% | -4.2% | +15.1% | +11.7% |
| 30D | -24.3% | -3.6% | -20.7% | -23.8% |
| 3M | -21.8% | +15.6% | -37.4% | -25.0% |
| 6M | -33.0% | +17.6% | -50.6% | -36.3% |
| YTD | -32.6% | +9.2% | -41.8% | -34.9% |
| All | -83.4% | +3.4% | -86.8% | -85.8% |
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 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