+1.9%
META vs RJF
+4.1%
-2.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.1% | +4.4% |
| 7D | +5.7% | +3.4% | +2.3% | +4.9% |
| 30D | -10.8% | +5.9% | -16.7% | -11.9% |
| 3M | +8.4% | -4.6% | +13.0% | +9.8% |
| 6M | +5.4% | +9.5% | -4.1% | +3.2% |
| YTD | -2.6% | +6.0% | -8.6% | -5.2% |
| All | +1.9% | +4.1% | -2.3% | -0.9% |
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