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  • JD vs RJF✓SelectedUSD · RJFJD vs RJF performance historyLatest closeAs of-2.46%09/09
Stock and ETF performance explorer

JD vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+16.9%
RJF return
+428.4%
Excess return
-411.6%
Maximum drawdown
-79.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
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