+632.8%
LYB vs RJF
+989.6%
-356.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.3% | -2.7% | +3.0% | +2.0% |
| 30D | +2.5% | -4.3% | +6.7% | +5.1% |
| 3M | +1.4% | +15.7% | -14.3% | -8.7% |
| 6M | -3.5% | +17.8% | -21.3% | -15.2% |
| YTD | +52.0% | +9.2% | +42.8% | +39.5% |
| 1Y | +22.1% | +2.8% | +19.3% | +15.9% |
| 3Y | -22.8% | +69.5% | -92.2% | -49.9% |
| 5Y | -3.4% | +105.9% | -109.3% | -47.9% |
| 10Y | +47.4% | +424.9% | -377.5% | -60.6% |
| All | +632.8% | +989.6% | -356.7% | +7.2% |
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