+471.2%
M vs RJF
+13,010.8%
-12,539.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -3.3% | -0.9% | -2.4% | -2.7% |
| 30D | +8.1% | +5.3% | +2.7% | +5.6% |
| 3M | +2.2% | -6.8% | +9.1% | +5.9% |
| 6M | +35.1% | +11.4% | +23.7% | +27.6% |
| YTD | +15.8% | +5.5% | +10.3% | +11.9% |
| 1Y | +25.8% | +3.7% | +22.2% | +22.5% |
| 3Y | +156.2% | +73.4% | +82.8% | +93.4% |
| 5Y | -2.4% | +78.3% | -80.7% | -26.3% |
| 10Y | -7.1% | +328.4% | -335.5% | -52.1% |
| All | +471.2% | +13,010.8% | -12,539.6% | -15.6% |
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