+649.0%
P vs RJF
+323.5%
+325.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.3% |
| 7D | +17.8% | +1.5% | +16.3% | +16.9% |
| 30D | -29.9% | +6.7% | -36.6% | -32.5% |
| 3M | -1.2% | -7.3% | +6.2% | +2.5% |
| 6M | +32.1% | +9.8% | +22.4% | +24.6% |
| YTD | +64.3% | +5.6% | +58.7% | +57.1% |
| 1Y | +24.3% | +2.3% | +22.0% | +20.6% |
| 3Y | +203.2% | +73.6% | +129.6% | +119.1% |
| 5Y | +290.4% | +79.9% | +210.5% | +169.9% |
| All | +649.0% | +323.5% | +325.5% | +251.5% |
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