+34,839.7%
LOW vs RJF
+49,360.8%
-14,521.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | +0.4% | +1.8% | -1.4% | -0.2% |
| 30D | -10.1% | 0.0% | -10.1% | -10.2% |
| 3M | -2.9% | +18.0% | -20.8% | -8.4% |
| 6M | -19.4% | +17.0% | -36.4% | -23.9% |
| YTD | -15.4% | +11.1% | -26.6% | -19.1% |
| 1Y | -24.9% | +8.0% | -32.9% | -27.6% |
| 3Y | -7.8% | +73.3% | -81.1% | -25.7% |
| 5Y | +8.4% | +107.4% | -99.0% | -19.3% |
| 10Y | +226.8% | +428.5% | -201.7% | +70.1% |
| All | +34,839.7% | +49,360.8% | -14,521.1% | +4,128.0% |
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