-83.1%
FRMI vs RJF
+3.3%
-86.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.1% | +2.0% |
| 7D | +7.4% | -2.7% | +10.1% | +7.9% |
| 30D | -27.6% | -4.3% | -23.4% | -27.1% |
| 3M | -20.9% | +15.7% | -36.6% | -24.2% |
| 6M | -36.6% | +17.8% | -54.4% | -39.7% |
| YTD | -31.3% | +9.2% | -40.4% | -33.5% |
| All | -83.1% | +3.3% | -86.4% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling