-58.4%
JD vs RJF
+81.1%
-139.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +5.2% | +4.0% | +1.2% | +3.6% |
| 30D | +4.5% | +6.1% | -1.6% | +2.1% |
| 3M | -15.4% | -5.8% | -9.6% | -13.8% |
| 6M | -6.0% | +9.7% | -15.7% | -9.8% |
| YTD | +2.2% | +6.2% | -4.0% | -1.3% |
| 1Y | -6.7% | +5.3% | -11.9% | -9.6% |
| 3Y | +20.5% | +74.4% | -53.9% | -10.7% |
| 5Y | -58.4% | +81.6% | -140.0% | -70.8% |
| All | -58.4% | +81.1% | -139.5% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling