+153.1%
MAR vs RJF
+101.5%
+51.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | -2.1% | -4.2% | +2.1% | +0.1% |
| 30D | -5.7% | -3.6% | -2.0% | -3.9% |
| 3M | -14.6% | +15.6% | -30.3% | -21.0% |
| 6M | +1.3% | +17.6% | -16.3% | -7.4% |
| YTD | +6.7% | +9.2% | -2.5% | +0.2% |
| 1Y | +26.4% | +5.5% | +20.9% | +20.6% |
| 3Y | +64.7% | +70.3% | -5.6% | +17.1% |
| 5Y | +153.1% | +106.0% | +47.0% | +51.4% |
| All | +153.1% | +101.5% | +51.5% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling