+707.9%
P vs RJF
+371.5%
+336.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.2% | +4.6% |
| 7D | -9.6% | +3.4% | -13.0% | -11.2% |
| 30D | -33.4% | +5.9% | -39.4% | -35.7% |
| 3M | +14.2% | -4.6% | +18.8% | +16.8% |
| 6M | +31.6% | +9.5% | +22.1% | +24.0% |
| YTD | +53.5% | +6.0% | +47.5% | +46.5% |
| 1Y | +14.2% | +4.3% | +9.8% | +9.5% |
| 3Y | +190.5% | +76.6% | +113.9% | +107.6% |
| 5Y | +256.3% | +80.6% | +175.8% | +145.3% |
| 10Y | +707.9% | +346.5% | +361.4% | +243.5% |
| All | +707.9% | +371.5% | +336.4% | +243.5% |
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