-35.5%
MOD vs RJF
+4.3%
-39.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.9% |
| 7D | -17.8% | +4.0% | -21.8% | -18.6% |
| 30D | -43.2% | +6.1% | -49.4% | -44.2% |
| 3M | -46.0% | -5.8% | -40.2% | -44.3% |
| 6M | -62.2% | +9.7% | -71.9% | -64.1% |
| YTD | -22.8% | +6.2% | -29.0% | -29.8% |
| 1Y | -35.5% | +5.3% | -40.8% | -40.9% |
| All | -35.5% | +4.3% | -39.8% | -40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling