-51.6%
IT vs RJF
+71.0%
-122.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | -9.1% | -0.3% | -8.9% | -8.9% |
| 30D | -12.2% | -2.0% | -10.1% | -11.4% |
| 3M | +7.8% | +16.3% | -8.5% | +1.6% |
| 6M | +2.0% | +16.9% | -14.9% | -4.4% |
| YTD | -32.7% | +10.4% | -43.2% | -35.6% |
| 1Y | -31.1% | +7.4% | -38.5% | -33.5% |
| All | -51.6% | +71.0% | -122.5% | -60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling