+62.8%
META vs RJF
+106.8%
-44.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.5% | +1.7% |
| 7D | +6.7% | -0.6% | +7.3% | +7.0% |
| 30D | +4.8% | -1.3% | +6.0% | +5.3% |
| 3M | -1.6% | +18.9% | -20.5% | -9.2% |
| 6M | -7.5% | +15.0% | -22.5% | -13.6% |
| YTD | -6.4% | +12.2% | -18.6% | -12.2% |
| 1Y | -17.3% | +5.6% | -23.0% | -20.5% |
| 3Y | +109.9% | +74.9% | +35.1% | +55.9% |
| All | +62.8% | +106.8% | -44.0% | +6.0% |
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