+5.2%
LOW vs RJF
+104.0%
-98.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -3.7% | -2.7% | -1.0% | -2.8% |
| 30D | -8.9% | -4.3% | -4.6% | -7.6% |
| 3M | -10.4% | +15.7% | -26.1% | -14.9% |
| 6M | -19.4% | +17.8% | -37.2% | -24.0% |
| YTD | -17.1% | +9.2% | -26.3% | -20.3% |
| 1Y | -26.3% | +2.8% | -29.0% | -27.7% |
| 3Y | -9.9% | +69.5% | -79.3% | -28.4% |
| All | +5.2% | +104.0% | -98.8% | -21.7% |
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