+42,044.7%
JBL vs RJF
+13,925.4%
+28,119.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | +4.0% | -0.3% | +4.3% | +4.1% |
| 30D | -7.5% | -2.0% | -5.5% | -6.6% |
| 3M | -14.1% | +16.3% | -30.4% | -21.2% |
| 6M | +25.9% | +16.9% | +9.0% | +15.0% |
| YTD | +36.7% | +10.4% | +26.2% | +28.1% |
| 1Y | +49.0% | +7.4% | +41.6% | +41.5% |
| 3Y | +191.8% | +72.2% | +119.6% | +114.3% |
| 5Y | +409.8% | +105.1% | +304.7% | +237.1% |
| 10Y | +1,509.2% | +430.9% | +1,078.3% | +528.1% |
| All | +42,044.7% | +13,925.4% | +28,119.3% | +5,360.5% |
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