+15,172.7%
INTC vs RJF
+49,848.3%
-34,675.6%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.1% | +5.1% |
| 7D | +7.1% | -0.6% | +7.7% | +7.3% |
| 30D | -5.2% | -1.3% | -4.0% | -4.9% |
| 3M | -14.3% | +18.9% | -33.2% | -20.3% |
| 6M | +110.2% | +15.0% | +95.1% | +97.7% |
| YTD | +159.6% | +12.2% | +147.4% | +146.3% |
| 1Y | +289.3% | +5.6% | +283.6% | +277.2% |
| 3Y | +166.1% | +74.9% | +91.2% | +112.5% |
| 5Y | +94.4% | +106.6% | -12.3% | +43.5% |
| 10Y | +227.7% | +433.1% | -205.4% | +65.8% |
| All | +15,172.7% | +49,848.3% | -34,675.6% | +1,961.6% |
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 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