+605.8%
MSCI vs RJF
+428.9%
+177.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.3% |
| 7D | -2.1% | +1.8% | -3.8% | -2.8% |
| 30D | -1.7% | 0.0% | -1.7% | -1.8% |
| 3M | -8.2% | +18.0% | -26.2% | -14.9% |
| 6M | -2.4% | +17.0% | -19.4% | -9.5% |
| YTD | -2.8% | +11.1% | -13.9% | -7.8% |
| 1Y | -2.7% | +8.0% | -10.6% | -6.8% |
| 3Y | +7.3% | +73.3% | -66.0% | -19.5% |
| 5Y | -11.4% | +107.4% | -118.8% | -39.3% |
| 10Y | +605.8% | +428.5% | +177.3% | +229.9% |
| All | +605.8% | +428.9% | +177.0% | +229.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling