+6,234.5%
IT vs RJF
+10,790.2%
-4,555.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | +1.1% | +3.6% | -2.5% | -0.3% |
| 30D | -1.8% | +7.2% | -9.1% | -4.4% |
| 3M | +4.8% | -6.5% | +11.3% | +7.6% |
| 6M | +33.0% | +10.3% | +22.7% | +28.0% |
| YTD | -23.8% | +6.5% | -30.3% | -26.0% |
| 1Y | -16.5% | +6.1% | -22.6% | -18.8% |
| 3Y | -53.6% | +74.9% | -128.5% | -63.3% |
| 5Y | -42.1% | +81.3% | -123.5% | -55.4% |
| 10Y | +90.1% | +332.3% | -242.2% | +0.7% |
| All | +6,234.5% | +10,790.2% | -4,555.7% | +818.2% |
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