+16.9%
JD vs RJF
+428.4%
-411.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.8% | -2.2% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | -19.3% | -2.0% | -17.3% | -18.8% |
| 3M | -6.0% | +16.3% | -22.4% | -11.3% |
| 6M | +1.8% | +16.9% | -15.1% | -4.3% |
| YTD | -2.6% | +10.4% | -13.0% | -6.8% |
| 1Y | -17.4% | +7.4% | -24.9% | -20.4% |
| 3Y | -8.6% | +72.2% | -80.8% | -28.5% |
| 5Y | -61.6% | +105.1% | -166.7% | -72.3% |
| 10Y | +16.9% | +430.9% | -414.1% | -38.4% |
| All | +16.9% | +428.4% | -411.6% | -38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling