+476.5%
M vs RJF
+13,087.7%
-12,611.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +5.0% | +4.0% | +1.0% | +3.3% |
| 30D | +10.6% | +6.1% | +4.5% | +7.7% |
| 3M | +1.6% | -5.8% | +7.4% | +4.7% |
| 6M | +30.8% | +9.7% | +21.1% | +24.5% |
| YTD | +16.9% | +6.2% | +10.7% | +12.6% |
| 1Y | +26.3% | +5.3% | +21.0% | +22.0% |
| 3Y | +158.6% | +74.4% | +84.2% | +94.6% |
| 5Y | +2.1% | +81.6% | -79.5% | -23.6% |
| 10Y | -4.3% | +333.6% | -337.9% | -50.9% |
| All | +476.5% | +13,087.7% | -12,611.2% | -15.1% |
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 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