+2,331.5%
JCI vs RJF
+49,360.8%
-47,029.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | +5.1% | +1.8% | +3.4% | +4.5% |
| 30D | -3.8% | 0.0% | -3.8% | -3.9% |
| 3M | +1.9% | +18.0% | -16.1% | -4.0% |
| 6M | +11.2% | +17.0% | -5.8% | +4.9% |
| YTD | +22.9% | +11.1% | +11.8% | +17.6% |
| 1Y | +37.4% | +8.0% | +29.4% | +32.5% |
| 3Y | +167.8% | +73.3% | +94.5% | +119.0% |
| 5Y | +115.0% | +107.4% | +7.6% | +64.4% |
| 10Y | +325.3% | +428.5% | -103.2% | +133.7% |
| All | +2,331.5% | +49,360.8% | -47,029.3% | +229.8% |
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