+2,534.9%
IBM vs RJF
+47,157.9%
-44,623.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -1.5% | +4.0% | -5.5% | -2.6% |
| 30D | +8.4% | +6.1% | +2.3% | +6.6% |
| 3M | +4.2% | -5.8% | +10.0% | +5.7% |
| 6M | +7.9% | +9.7% | -1.8% | +5.0% |
| YTD | -15.2% | +6.2% | -21.4% | -16.9% |
| 1Y | -18.7% | +5.3% | -24.0% | -20.2% |
| 3Y | +79.2% | +74.4% | +4.8% | +52.0% |
| 5Y | +144.7% | +81.6% | +63.2% | +101.7% |
| 10Y | +141.6% | +333.6% | -192.0% | +55.5% |
| All | +2,534.9% | +47,157.9% | -44,623.0% | +543.3% |
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