+54.3%
JD vs RJF
+561.6%
-507.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +2.5% |
| 7D | -1.7% | -0.6% | -1.1% | -1.5% |
| 30D | -13.2% | -1.3% | -11.9% | -12.8% |
| 3M | -3.2% | +18.9% | -22.1% | -9.8% |
| 6M | +15.2% | +15.0% | +0.2% | +8.4% |
| YTD | +2.0% | +12.2% | -10.2% | -3.4% |
| 1Y | -5.4% | +5.6% | -11.0% | -8.5% |
| 3Y | -9.1% | +74.9% | -84.0% | -30.6% |
| 5Y | -59.6% | +106.6% | -166.3% | -71.8% |
| 10Y | +26.2% | +433.1% | -406.8% | -47.1% |
| All | +54.3% | +561.6% | -507.3% | -40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling