+119.2%
NDAQ vs RJF
+75.0%
+44.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | 0.0% | -0.9% | +0.9% | +0.4% |
| 30D | +16.3% | +5.3% | +11.0% | +13.4% |
| 3M | +15.8% | -6.8% | +22.7% | +19.6% |
| 6M | +24.8% | +11.4% | +13.4% | +18.2% |
| YTD | +14.1% | +5.5% | +8.5% | +10.5% |
| 1Y | +26.5% | +3.7% | +22.9% | +23.5% |
| All | +119.2% | +75.0% | +44.2% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling