+2,417.1%
MSCI vs RJF
+987.0%
+1,430.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.4% |
| 7D | +0.4% | -0.6% | +1.0% | +0.6% |
| 30D | +0.6% | -1.3% | +1.8% | +1.0% |
| 3M | -7.1% | +18.9% | -26.0% | -13.9% |
| 6M | +0.8% | +15.0% | -14.2% | -5.6% |
| YTD | +1.0% | +12.2% | -11.2% | -4.5% |
| 1Y | +4.3% | +5.6% | -1.3% | +1.0% |
| 3Y | +9.9% | +74.9% | -64.9% | -16.5% |
| 5Y | -6.8% | +106.6% | -113.4% | -34.7% |
| 10Y | +614.7% | +433.1% | +181.6% | +210.5% |
| All | +2,417.1% | +987.0% | +1,430.1% | +496.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling