+28.6%
P vs RJF
+3.6%
+25.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.2% |
| 7D | +11.6% | +3.6% | +8.0% | +10.4% |
| 30D | -23.7% | +7.2% | -30.9% | -25.1% |
| 3M | -8.0% | -6.5% | -1.5% | -5.1% |
| 6M | +27.9% | +10.3% | +17.6% | +23.3% |
| YTD | +61.2% | +6.5% | +54.7% | +57.8% |
| 1Y | +28.6% | +6.1% | +22.5% | +25.9% |
| All | +28.6% | +3.6% | +25.0% | +25.9% |
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