-18.2%
META vs RJF
+8.4%
-26.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.3% |
| 7D | +6.0% | +1.8% | +4.3% | +5.5% |
| 30D | +3.6% | 0.0% | +3.6% | +3.5% |
| 3M | +4.9% | +18.0% | -13.1% | +0.7% |
| 6M | -4.7% | +17.0% | -21.7% | -9.4% |
| YTD | -6.9% | +11.1% | -18.0% | -10.9% |
| 1Y | -18.2% | +8.0% | -26.1% | -21.8% |
| All | -18.2% | +8.4% | -26.6% | -21.8% |
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