-61.3%
JD vs RJF
+105.7%
-167.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 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