+138.3%
GOOGL vs RJF
+101.5%
+36.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.0% |
| 7D | -2.8% | -4.2% | +1.4% | -1.2% |
| 30D | -3.2% | -3.6% | +0.4% | -1.9% |
| 3M | -6.6% | +15.6% | -22.3% | -11.7% |
| 6M | +8.5% | +17.6% | -9.1% | +1.9% |
| YTD | +6.5% | +9.2% | -2.7% | +2.2% |
| 1Y | +39.4% | +5.5% | +33.9% | +35.3% |
| 3Y | +146.2% | +70.3% | +75.9% | +93.4% |
| 5Y | +138.3% | +106.0% | +32.3% | +65.8% |
| All | +138.3% | +101.5% | +36.8% | +65.8% |
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