+363.0%
NDAQ vs RJF
+429.3%
-66.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -5.6% | -2.7% | -2.8% | -4.5% |
| 30D | -4.4% | -4.3% | -0.1% | -2.7% |
| 3M | +5.9% | +15.7% | -9.9% | -0.3% |
| 6M | +7.7% | +17.8% | -10.1% | +0.4% |
| YTD | -5.2% | +9.2% | -14.3% | -8.9% |
| 1Y | -3.4% | +2.8% | -6.1% | -5.0% |
| 3Y | +85.6% | +69.5% | +16.2% | +47.3% |
| 5Y | +49.5% | +105.9% | -56.4% | +7.1% |
| All | +363.0% | +429.3% | -66.2% | +132.4% |
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