-75.0%
FRSH vs RJF
+115.4%
-190.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.2% |
| 7D | -11.2% | -4.2% | -7.0% | -8.5% |
| 30D | -0.8% | -3.6% | +2.8% | +1.5% |
| 3M | +26.4% | +15.6% | +10.8% | +14.4% |
| 6M | +48.4% | +17.6% | +30.8% | +31.8% |
| YTD | -3.1% | +9.2% | -12.3% | -10.2% |
| 1Y | -8.7% | +5.5% | -14.2% | -13.5% |
| 3Y | -45.8% | +70.3% | -116.1% | -65.6% |
| All | -75.0% | +115.4% | -190.4% | -86.1% |
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