+274.5%
IR vs RJF
+301.3%
-26.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | 0.0% |
| 7D | -3.1% | -4.2% | +1.1% | -0.6% |
| 30D | -14.0% | -3.6% | -10.4% | -12.2% |
| 3M | +3.7% | +15.6% | -11.9% | -5.4% |
| 6M | -15.4% | +17.6% | -33.0% | -23.7% |
| YTD | -7.7% | +9.2% | -16.9% | -13.4% |
| 1Y | -8.8% | +5.5% | -14.3% | -12.9% |
| 3Y | +5.6% | +70.3% | -64.7% | -25.6% |
| 5Y | +34.3% | +106.0% | -71.7% | -17.5% |
| All | +274.5% | +301.3% | -26.8% | +51.0% |
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