-4.2%
JD vs RJF
+77.4%
-81.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +2.2% |
| 7D | -1.7% | -0.6% | -1.1% | -1.6% |
| 30D | -13.2% | -1.3% | -11.9% | -12.9% |
| 3M | -3.2% | +18.9% | -22.1% | -7.3% |
| 6M | +15.2% | +15.0% | +0.2% | +10.9% |
| YTD | +2.0% | +12.2% | -10.2% | -1.5% |
| 1Y | -5.4% | +5.6% | -11.0% | -7.5% |
| All | -4.2% | +77.4% | -81.5% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling