+425.3%
M vs RJF
+13,838.5%
-13,413.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.1% | +3.3% |
| 7D | +4.7% | -0.6% | +5.3% | +5.0% |
| 30D | -9.6% | -1.3% | -8.4% | -9.2% |
| 3M | +0.9% | +18.9% | -18.0% | -7.7% |
| 6M | +22.3% | +15.0% | +7.2% | +13.4% |
| YTD | +6.5% | +12.2% | -5.7% | -0.3% |
| 1Y | +38.8% | +5.6% | +33.1% | +33.5% |
| 3Y | +115.9% | +74.9% | +41.0% | +61.8% |
| 5Y | +28.6% | +106.6% | -78.0% | -9.6% |
| 10Y | -2.5% | +433.1% | -435.6% | -54.5% |
| All | +425.3% | +13,838.5% | -13,413.2% | -24.8% |
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 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