+5,221.5%
O vs RJF
+13,243.1%
-8,021.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | -0.4% | +3.6% | -4.0% | -1.4% |
| 30D | +7.1% | +7.2% | -0.1% | +4.9% |
| 3M | -5.2% | -6.5% | +1.3% | -3.5% |
| 6M | -1.8% | +10.3% | -12.1% | -5.0% |
| YTD | +9.1% | +6.5% | +2.6% | +6.0% |
| 1Y | +9.7% | +6.1% | +3.6% | +6.6% |
| 3Y | +39.1% | +74.9% | -35.7% | +13.7% |
| 5Y | +8.4% | +81.3% | -73.0% | -14.3% |
| 10Y | +80.2% | +332.3% | -252.1% | +4.1% |
| All | +5,221.5% | +13,243.1% | -8,021.7% | +1,524.7% |
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