-8.8%
IT vs RJF
+7.8%
-16.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.9% | -0.6% |
| 7D | -5.5% | +7.2% | -12.6% | -8.5% |
| 30D | +10.3% | +4.9% | +5.4% | +7.8% |
| 3M | +11.5% | -5.5% | +17.1% | +13.7% |
| 6M | +40.3% | +8.0% | +32.3% | +35.5% |
| YTD | -17.9% | +6.2% | -24.0% | -19.6% |
| 1Y | -8.8% | +7.8% | -16.6% | -11.7% |
| All | -8.8% | +7.8% | -16.6% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling