+252.1%
INTC vs RJF
+429.3%
-177.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.6% |
| 7D | +7.5% | -2.7% | +10.2% | +8.8% |
| 30D | +2.0% | -4.3% | +6.2% | +3.9% |
| 3M | -12.0% | +15.7% | -27.7% | -18.8% |
| 6M | +114.5% | +17.8% | +96.7% | +95.6% |
| YTD | +179.0% | +9.2% | +169.8% | +163.7% |
| 1Y | +318.3% | +2.8% | +315.5% | +306.5% |
| 3Y | +171.2% | +69.5% | +101.8% | +104.3% |
| 5Y | +107.6% | +105.9% | +1.6% | +38.2% |
| All | +252.1% | +429.3% | -177.2% | +58.2% |
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