+779.7%
MSCI vs RJF
+371.5%
+408.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.2% | -0.6% |
| 7D | +1.5% | +3.4% | -1.9% | -0.1% |
| 30D | +14.4% | +5.9% | +8.4% | +11.4% |
| 3M | +15.2% | -4.6% | +19.8% | +17.6% |
| 6M | +11.2% | +9.5% | +1.7% | +6.4% |
| YTD | +13.9% | +6.0% | +8.0% | +10.3% |
| 1Y | +12.5% | +4.3% | +8.2% | +9.5% |
| 3Y | +32.3% | +76.6% | -44.3% | -1.9% |
| 5Y | +4.9% | +80.6% | -75.7% | -23.9% |
| 10Y | +779.7% | +346.5% | +433.2% | +355.1% |
| All | +779.7% | +371.5% | +408.2% | +355.1% |
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