+2,439.3%
MAR vs RJF
+3,009.7%
-570.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.9% |
| 7D | -1.7% | +1.8% | -3.5% | -2.5% |
| 30D | -6.9% | 0.0% | -6.9% | -7.0% |
| 3M | -15.8% | +18.0% | -33.8% | -21.9% |
| 6M | +1.9% | +17.0% | -15.0% | -5.2% |
| YTD | +6.6% | +11.1% | -4.5% | +0.6% |
| 1Y | +23.7% | +8.0% | +15.7% | +17.9% |
| 3Y | +64.6% | +73.3% | -8.7% | +26.0% |
| 5Y | +156.4% | +107.4% | +48.9% | +80.1% |
| 10Y | +415.4% | +428.5% | -13.1% | +136.4% |
| All | +2,439.3% | +3,009.7% | -570.3% | +400.6% |
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