-2.2%
FRSH vs RJF
+7.8%
-10.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.6% | -3.2% | -4.1% |
| 7D | -8.2% | -0.6% | -7.6% | -7.9% |
| 30D | +10.5% | -1.3% | +11.8% | +11.0% |
| 3M | +32.7% | +18.9% | +13.9% | +24.3% |
| 6M | +50.3% | +15.0% | +35.3% | +41.6% |
| YTD | +3.9% | +12.2% | -8.3% | -2.7% |
| 1Y | -2.2% | +5.6% | -7.8% | -5.7% |
| All | -2.2% | +7.8% | -10.0% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling