+57.4%
MAR vs RJF
+7.8%
+49.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.3% | +1.3% |
| 7D | +7.7% | +7.2% | +0.6% | +6.5% |
| 30D | +19.4% | +4.9% | +14.5% | +18.4% |
| 3M | +23.3% | -5.5% | +28.9% | +24.3% |
| 6M | +22.8% | +8.0% | +14.9% | +21.9% |
| YTD | +37.8% | +6.2% | +31.6% | +30.9% |
| 1Y | +57.4% | +7.8% | +49.6% | +47.7% |
| All | +57.4% | +7.8% | +49.5% | +47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling