+11,791.0%
GOOGL vs RJF
+2,163.3%
+9,627.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | +3.9% | +3.6% | +0.3% | +2.6% |
| 30D | -14.9% | +7.2% | -22.2% | -17.1% |
| 3M | -14.6% | -6.5% | -8.0% | -12.9% |
| 6M | -26.4% | +10.3% | -36.7% | -29.2% |
| YTD | -5.3% | +6.5% | -11.8% | -8.1% |
| 1Y | +6.5% | +6.1% | +0.3% | +3.3% |
| 3Y | +126.0% | +74.9% | +51.2% | +82.4% |
| 5Y | +100.8% | +81.3% | +19.5% | +57.6% |
| 10Y | +673.8% | +332.3% | +341.5% | +334.5% |
| All | +11,791.0% | +2,163.3% | +9,627.7% | +3,237.4% |
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