+469.1%
P vs RJF
+468.5%
+0.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.8% | +4.2% |
| 7D | -23.8% | +3.6% | -27.4% | -25.4% |
| 30D | -36.6% | +3.5% | -40.2% | -38.0% |
| 3M | +10.9% | -8.9% | +19.8% | +16.0% |
| 6M | +30.0% | +2.9% | +27.1% | +26.8% |
| YTD | +44.4% | +2.8% | +41.6% | +40.2% |
| 1Y | +3.9% | +2.7% | +1.3% | +0.6% |
| 3Y | +176.6% | +69.3% | +107.3% | +104.6% |
| 5Y | +249.3% | +75.0% | +174.2% | +148.2% |
| 10Y | +726.9% | +378.5% | +348.4% | +249.9% |
| All | +469.1% | +468.5% | +0.6% | +127.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling