+84.7%
META vs RJF
+79.5%
+5.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +3.1% | +1.5% | +1.6% | +2.4% |
| 30D | -18.2% | +6.7% | -24.9% | -20.7% |
| 3M | +7.8% | -7.3% | +15.2% | +11.3% |
| 6M | +3.6% | +9.8% | -6.2% | -1.4% |
| YTD | -5.3% | +5.6% | -10.9% | -9.0% |
| 1Y | +2.7% | +2.3% | +0.5% | +0.1% |
| 3Y | +91.5% | +73.6% | +17.9% | +41.4% |
| 5Y | +84.7% | +79.9% | +4.8% | +25.2% |
| All | +84.7% | +79.5% | +5.2% | +25.2% |
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 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