+46.3%
LYB vs RJF
+429.3%
-383.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.3% | -2.7% | +3.0% | +1.9% |
| 30D | +2.5% | -4.3% | +6.7% | +4.9% |
| 3M | +1.4% | +15.7% | -14.3% | -8.2% |
| 6M | -3.5% | +17.8% | -21.3% | -14.6% |
| YTD | +52.0% | +9.2% | +42.8% | +40.2% |
| 1Y | +22.1% | +2.8% | +19.3% | +16.4% |
| 3Y | -22.8% | +69.5% | -92.2% | -49.3% |
| 5Y | -3.4% | +105.9% | -109.3% | -47.4% |
| All | +46.3% | +429.3% | -383.0% | -54.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling