+1,026.4%
MKTX vs RJF
+1,812.4%
-786.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +0.3% | -0.3% | +0.5% | +0.4% |
| 30D | +1.0% | -2.0% | +3.0% | +1.8% |
| 3M | +40.8% | +16.3% | +24.5% | +31.2% |
| 6M | -10.9% | +16.9% | -27.8% | -17.7% |
| YTD | -8.6% | +10.4% | -19.0% | -14.1% |
| 1Y | -11.6% | +7.4% | -19.0% | -16.1% |
| 3Y | -24.5% | +72.2% | -96.8% | -45.0% |
| 5Y | -60.7% | +105.1% | -165.8% | -74.7% |
| 10Y | +5.1% | +430.9% | -425.8% | -64.8% |
| All | +1,026.4% | +1,812.4% | -786.1% | +61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling