+462.9%
META vs RJF
+326.9%
+136.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.6% |
| 7D | +5.2% | +3.6% | +1.6% | +3.7% |
| 30D | -13.0% | +7.2% | -20.2% | -15.5% |
| 3M | +7.9% | -6.5% | +14.4% | +10.6% |
| 6M | +4.2% | +10.3% | -6.1% | -0.4% |
| YTD | -2.5% | +6.5% | -9.0% | -6.1% |
| 1Y | +5.6% | +6.1% | -0.5% | +1.7% |
| 3Y | +96.8% | +74.9% | +21.9% | +52.5% |
| 5Y | +90.0% | +81.3% | +8.7% | +41.9% |
| All | +462.9% | +326.9% | +136.0% | +201.2% |
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