+2,785.5%
MSCI vs RJF
+928.4%
+1,857.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +2.7% | +4.0% | -1.3% | +1.0% |
| 30D | +16.2% | +6.1% | +10.1% | +13.3% |
| 3M | +17.1% | -5.8% | +22.9% | +20.1% |
| 6M | +13.0% | +9.7% | +3.3% | +8.3% |
| YTD | +15.8% | +6.2% | +9.6% | +12.2% |
| 1Y | +15.5% | +5.3% | +10.2% | +12.2% |
| 3Y | +32.3% | +74.4% | -42.1% | +0.8% |
| 5Y | +8.2% | +81.6% | -73.4% | -19.7% |
| 10Y | +800.7% | +333.6% | +467.1% | +329.2% |
| All | +2,785.5% | +928.4% | +1,857.0% | +599.9% |
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 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