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  • JD vs RJF✓SelectedUSD · RJFJD vs RJF performance historyLatest closeAs of-2.05%09/08
Stock and ETF performance explorer

JD vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-61.3%
RJF return
+105.7%
Excess return
-167.1%
Maximum drawdown
-75.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D-2.1%-1.0%-1.1%-1.7%
7D-0.8%+1.8%-2.5%-1.5%
30D-16.0%0.0%-16.0%-16.1%
3M-3.2%+18.0%-21.2%-9.2%
6M+6.1%+17.0%-10.9%-0.5%
YTD-0.1%+11.1%-11.2%-4.9%
1Y-12.7%+8.0%-20.7%-16.2%
3Y-6.3%+73.3%-79.6%-29.7%
5Y-61.3%+107.4%-168.8%-73.8%
All-61.3%+105.7%-167.1%-73.8%

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