+155.4%
P vs RJF
+77.4%
+78.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +2.9% | +2.3% |
| 7D | +6.5% | -0.6% | +7.1% | +6.9% |
| 30D | +18.8% | -1.3% | +20.1% | +19.6% |
| 3M | +26.7% | +18.9% | +7.9% | +13.8% |
| 6M | +62.2% | +15.0% | +47.1% | +47.8% |
| YTD | +48.5% | +12.2% | +36.3% | +36.8% |
| 1Y | +26.4% | +5.6% | +20.8% | +20.2% |
| All | +155.4% | +77.4% | +78.1% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling