+834.9%
MSCI vs RJF
+323.5%
+511.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -0.7% | +1.5% | -2.2% | -1.4% |
| 30D | +16.2% | +6.7% | +9.5% | +12.8% |
| 3M | +16.1% | -7.3% | +23.5% | +20.2% |
| 6M | +12.9% | +9.8% | +3.2% | +7.9% |
| YTD | +14.8% | +5.6% | +9.2% | +11.3% |
| 1Y | +13.8% | +2.3% | +11.5% | +11.8% |
| 3Y | +31.2% | +73.6% | -42.4% | -2.1% |
| 5Y | +5.6% | +79.9% | -74.3% | -23.4% |
| All | +834.9% | +323.5% | +511.4% | +349.9% |
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