+28.2%
M vs RJF
+105.7%
-77.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -1.9% |
| 7D | +2.4% | +1.8% | +0.6% | +1.0% |
| 30D | -11.6% | 0.0% | -11.6% | -11.8% |
| 3M | +1.6% | +18.0% | -16.3% | -11.0% |
| 6M | +25.2% | +17.0% | +8.3% | +9.7% |
| YTD | +3.8% | +11.1% | -7.4% | -6.1% |
| 1Y | +36.3% | +8.0% | +28.4% | +25.7% |
| 3Y | +116.3% | +73.3% | +43.1% | +28.5% |
| 5Y | +28.2% | +107.4% | -79.2% | -34.1% |
| All | +28.2% | +105.7% | -77.5% | -34.1% |
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