+11,024.8%
JPM vs RJF
+49,360.8%
-38,336.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -0.9% |
| 7D | -0.4% | +1.8% | -2.2% | -1.4% |
| 30D | -1.1% | 0.0% | -1.1% | -1.2% |
| 3M | +14.1% | +18.0% | -3.8% | +3.8% |
| 6M | +23.3% | +17.0% | +6.3% | +12.4% |
| YTD | +11.3% | +11.1% | +0.2% | +4.0% |
| 1Y | +23.0% | +8.0% | +15.0% | +16.5% |
| 3Y | +162.6% | +73.3% | +89.3% | +88.1% |
| 5Y | +152.8% | +107.4% | +45.3% | +60.0% |
| 10Y | +583.6% | +428.5% | +155.1% | +154.4% |
| All | +11,024.8% | +49,360.8% | -38,336.0% | +636.8% |
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 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