+275.4%
ORCL vs RJF
+323.5%
-48.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +10.4% | +1.5% | +8.9% | +9.7% |
| 30D | -11.2% | +6.7% | -18.0% | -13.9% |
| 3M | -16.8% | -7.3% | -9.4% | -14.4% |
| 6M | -31.5% | +9.8% | -41.2% | -34.5% |
| YTD | -33.9% | +5.6% | -39.6% | -36.1% |
| 1Y | -43.3% | +2.3% | -45.5% | -44.3% |
| 3Y | +16.5% | +73.6% | -57.1% | -9.1% |
| 5Y | +45.4% | +79.9% | -34.5% | +9.2% |
| All | +275.4% | +323.5% | -48.1% | +101.9% |
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