+433.8%
MAR vs RJF
+429.3%
+4.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -0.5% | -2.7% | +2.2% | +0.9% |
| 30D | -5.4% | -4.3% | -1.2% | -3.3% |
| 3M | -15.5% | +15.7% | -31.2% | -22.2% |
| 6M | +3.0% | +17.8% | -14.8% | -6.4% |
| YTD | +8.5% | +9.2% | -0.6% | +1.7% |
| 1Y | +26.0% | +2.8% | +23.2% | +21.7% |
| 3Y | +68.6% | +69.5% | -0.9% | +20.4% |
| 5Y | +157.4% | +105.9% | +51.4% | +61.2% |
| All | +433.8% | +429.3% | +4.6% | +117.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling