-24.0%
MKTX vs RJF
+69.0%
-93.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -0.2% | -2.7% | +2.5% | 0.0% |
| 30D | +0.7% | -4.3% | +5.0% | +1.1% |
| 3M | +40.8% | +15.7% | +25.1% | +39.0% |
| 6M | -8.0% | +17.8% | -25.8% | -9.4% |
| YTD | -8.7% | +9.2% | -17.9% | -9.8% |
| 1Y | -11.8% | +2.8% | -14.6% | -12.3% |
| 3Y | -24.0% | +69.5% | -93.5% | -36.3% |
| All | -24.0% | +69.0% | -93.0% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling