+46.9%
IR vs RJF
+80.1%
-33.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | +1.1% | -0.9% | +2.0% | +1.6% |
| 30D | +7.6% | +5.3% | +2.2% | +4.2% |
| 3M | +0.1% | -6.8% | +6.9% | +4.0% |
| 6M | +14.0% | +11.4% | +2.5% | +5.9% |
| YTD | +7.5% | +5.5% | +1.9% | +2.6% |
| 1Y | +10.1% | +3.7% | +6.5% | +6.1% |
| 3Y | +24.9% | +73.4% | -48.6% | -13.8% |
| 5Y | +46.9% | +78.3% | -31.5% | -2.8% |
| All | +46.9% | +80.1% | -33.2% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling