+14,639.2%
MO vs RJF
+49,058.3%
-34,419.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | +3.6% | -2.0% | +5.6% | +3.9% |
| 3M | -3.7% | +16.3% | -20.0% | -6.1% |
| 6M | +4.5% | +16.9% | -12.4% | +1.7% |
| YTD | +21.5% | +10.4% | +11.1% | +19.1% |
| 1Y | +9.5% | +7.4% | +2.1% | +7.7% |
| 3Y | +93.6% | +72.2% | +21.3% | +74.4% |
| 5Y | +97.5% | +105.1% | -7.6% | +71.1% |
| 10Y | +111.2% | +430.9% | -319.8% | +54.5% |
| All | +14,639.2% | +49,058.3% | -34,419.1% | +4,501.8% |
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