-10.9%
M vs RJF
+429.5%
-440.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.1% | -3.6% | -3.8% |
| 7D | -8.8% | -4.2% | -4.6% | -5.7% |
| 30D | -16.4% | -3.6% | -12.8% | -14.1% |
| 3M | -10.8% | +15.6% | -26.5% | -20.9% |
| 6M | +16.1% | +17.6% | -1.5% | +1.0% |
| YTD | -5.3% | +9.2% | -14.5% | -13.3% |
| 1Y | +24.9% | +5.5% | +19.3% | +16.9% |
| 3Y | +97.5% | +70.3% | +27.2% | +22.4% |
| 5Y | +20.4% | +106.0% | -85.6% | -36.0% |
| All | -10.9% | +429.5% | -440.4% | -73.3% |
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