+27.2%
P vs RJF
+8.4%
+18.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.0% |
| 7D | +7.8% | +1.8% | +6.1% | +7.2% |
| 30D | +12.3% | 0.0% | +12.3% | +12.3% |
| 3M | +37.1% | +18.0% | +19.1% | +29.6% |
| 6M | +66.1% | +17.0% | +49.1% | +55.7% |
| YTD | +50.9% | +11.1% | +39.8% | +44.8% |
| 1Y | +27.2% | +8.0% | +19.3% | +24.6% |
| All | +27.2% | +8.4% | +18.9% | +24.6% |
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