+1,530.3%
MOD vs RJF
+106.8%
+1,423.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +5.6% |
| 7D | +9.6% | -0.6% | +10.2% | +10.0% |
| 30D | 0.0% | -1.3% | +1.3% | +0.7% |
| 3M | -35.4% | +18.9% | -54.3% | -45.4% |
| 6M | -7.3% | +15.0% | -22.3% | -19.2% |
| YTD | +45.8% | +12.2% | +33.6% | +28.1% |
| 1Y | +43.1% | +5.6% | +37.5% | +32.4% |
| 3Y | +297.7% | +74.9% | +222.8% | +139.2% |
| All | +1,530.3% | +106.8% | +1,423.5% | +733.5% |
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