+2,715.8%
MSCI vs RJF
+896.0%
+1,819.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.7% |
| 7D | +2.8% | +3.6% | -0.7% | +1.3% |
| 30D | +15.4% | +3.5% | +11.9% | +13.8% |
| 3M | +13.4% | -8.9% | +22.3% | +18.0% |
| 6M | +10.9% | +2.9% | +8.0% | +9.2% |
| YTD | +13.0% | +2.8% | +10.2% | +11.1% |
| 1Y | +12.0% | +2.7% | +9.4% | +10.0% |
| 3Y | +34.1% | +69.3% | -35.2% | +3.5% |
| 5Y | +3.9% | +75.0% | -71.1% | -21.7% |
| 10Y | +802.0% | +378.5% | +423.5% | +311.8% |
| All | +2,715.8% | +896.0% | +1,819.8% | +592.8% |
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