+755.6%
GOOGL vs RJF
+429.3%
+326.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | 0.0% | -2.7% | +2.7% | +1.1% |
| 30D | -1.4% | -4.3% | +2.9% | +0.3% |
| 3M | -5.3% | +15.7% | -21.1% | -10.7% |
| 6M | +9.8% | +17.8% | -8.0% | +2.8% |
| YTD | +8.4% | +9.2% | -0.8% | +3.9% |
| 1Y | +41.2% | +2.8% | +38.4% | +38.4% |
| 3Y | +149.6% | +69.5% | +80.1% | +96.4% |
| 5Y | +142.6% | +105.9% | +36.6% | +72.6% |
| All | +755.6% | +429.3% | +326.3% | +338.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling