+696.9%
P vs RJF
+428.4%
+268.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.7% |
| 7D | +5.0% | -0.3% | +5.3% | +5.2% |
| 30D | -0.9% | -2.0% | +1.1% | +0.1% |
| 3M | +38.7% | +16.3% | +22.3% | +27.0% |
| 6M | +54.4% | +16.9% | +37.5% | +40.5% |
| YTD | +44.8% | +10.4% | +34.4% | +35.7% |
| 1Y | +22.5% | +7.4% | +15.1% | +15.8% |
| 3Y | +148.2% | +72.2% | +76.0% | +80.2% |
| 5Y | +268.9% | +105.1% | +163.8% | +138.2% |
| 10Y | +696.9% | +430.9% | +265.9% | +213.1% |
| All | +696.9% | +428.4% | +268.4% | +213.1% |
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 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