-32.3%
ORCL vs RJF
+7.7%
-40.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +10.9% | -0.3% | +11.2% | +11.0% |
| 30D | +7.0% | -2.0% | +9.0% | +7.9% |
| 3M | -21.2% | +16.3% | -37.5% | -25.7% |
| 6M | +7.4% | +16.9% | -9.5% | 0.0% |
| YTD | -16.3% | +10.4% | -26.7% | -21.4% |
| 1Y | -32.3% | +7.4% | -39.7% | -36.1% |
| All | -32.3% | +7.7% | -40.0% | -36.1% |
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