+50.9%
O vs RJF
+429.5%
-378.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -3.5% | -4.2% | +0.7% | -2.4% |
| 30D | -3.3% | -3.6% | +0.3% | -2.4% |
| 3M | -2.8% | +15.6% | -18.5% | -6.8% |
| 6M | -5.8% | +17.6% | -23.4% | -10.2% |
| YTD | +9.4% | +9.2% | +0.2% | +5.9% |
| 1Y | +5.7% | +5.5% | +0.2% | +3.1% |
| 3Y | +27.2% | +70.3% | -43.1% | +4.9% |
| 5Y | +17.2% | +106.0% | -88.8% | -11.3% |
| All | +50.9% | +429.5% | -378.6% | -2.4% |
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