-49.5%
ORCL vs RJF
+7.8%
-57.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.3% | -3.6% |
| 7D | -14.4% | +7.2% | -21.6% | -16.9% |
| 30D | -12.8% | +4.9% | -17.7% | -14.6% |
| 3M | -14.8% | -5.5% | -9.3% | -11.7% |
| 6M | -30.9% | +8.0% | -38.8% | -33.1% |
| YTD | -35.7% | +6.2% | -41.8% | -40.9% |
| 1Y | -49.5% | +7.8% | -57.3% | -53.4% |
| All | -49.5% | +7.8% | -57.3% | -53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling