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  • P vs RJF✓SelectedUSD · RJFP vs RJF performance historyLatest closeAs of-4.03%09/09
Stock and ETF performance explorer

P vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+696.9%
RJF return
+428.4%
Excess return
+268.4%
Maximum drawdown
-69.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
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