+337.2%
IR vs RJF
+288.2%
+49.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +4.3% | +1.5% | +2.8% | +3.4% |
| 30D | +8.1% | +6.7% | +1.4% | +3.8% |
| 3M | +0.7% | -7.3% | +8.0% | +5.0% |
| 6M | +16.6% | +9.8% | +6.9% | +9.4% |
| YTD | +7.8% | +5.6% | +2.1% | +2.8% |
| 1Y | +9.9% | +2.3% | +7.7% | +6.8% |
| 3Y | +25.2% | +73.6% | -48.4% | -12.9% |
| 5Y | +46.8% | +79.9% | -33.1% | -2.3% |
| All | +337.2% | +288.2% | +49.1% | +79.2% |
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 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