+16.8%
MSCI vs RJF
+3.6%
+13.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | +3.0% | +3.6% | -0.6% | +1.3% |
| 30D | +17.8% | +7.2% | +10.5% | +14.0% |
| 3M | +15.2% | -6.5% | +21.7% | +18.2% |
| 6M | +16.5% | +10.3% | +6.2% | +11.4% |
| YTD | +16.4% | +6.5% | +9.9% | +16.0% |
| 1Y | +16.8% | +6.1% | +10.7% | +16.5% |
| All | +16.8% | +3.6% | +13.2% | +16.5% |
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 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