+13,447.0%
GOOG vs RJF
+2,261.3%
+11,185.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | +1.1% | +1.8% | -0.7% | +0.5% |
| 30D | -5.1% | 0.0% | -5.1% | -5.1% |
| 3M | -7.1% | +18.0% | -25.1% | -12.2% |
| 6M | +12.7% | +17.0% | -4.3% | +6.6% |
| YTD | +7.1% | +11.1% | -4.0% | +2.7% |
| 1Y | +43.6% | +8.0% | +35.6% | +38.8% |
| 3Y | +146.8% | +73.3% | +73.5% | +99.9% |
| 5Y | +133.7% | +107.4% | +26.3% | +75.5% |
| 10Y | +773.3% | +428.5% | +344.8% | +359.5% |
| All | +13,447.0% | +2,261.3% | +11,185.6% | +3,655.7% |
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 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